Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period.
| Year of publication: |
1996
|
|---|---|
| Authors: | Faff, R. ; Brooks, R. |
| Institutions: | School of Economics, Finance and Marketing, RMIT University |
| Subject: | TESTS | FINANCIAL MARKET | EVALUATION |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data |
| Source: |
Persistent link: https://www.econbiz.de/10005487301