Time-varying betas and the cross-sectional return-risk relation : evidence from the UK
Patricia Fraser ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Fraser, Patricia ; Hamelink, Foort ; Hoesli, Martin ; MacGregor, Bryan D. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 10.2004, 4, p. 255-276
|
| Subject: | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Schätzung | Estimation | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002359594