The Relationship Between Accounting Variables and Systematic Risk and the Prediction of Systematic Risk

This paper conducts several tests of association between accounting information and the systematic risks of firm's equities. It also evaluates several models of the prediction of systematic risk from past rate-of-return information.

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Year of publication:	1978
Authors:	Castagna, A. D. ; Matolcsy, Z. P.
Published in:	Australian Journal of Management. - Australian School of Business. - Vol. 3.1978, 2, p. 113-126
Publisher:	Australian School of Business
Subject:	ACCOUNTING \| FINANCIAL STATEMENTS \| RISK \| STOCK MARKET PRICES

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010769404