Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10012168634
Persistent link: https://www.econbiz.de/10005107319
Recent evidence from Fama and French (1992, 1996) and others shows that betas and returns are not related empirically. They interpret this as evidence against the validity of the capital asset pricing model and conclude that the beta is not a good measure of risk. This paper claims that usual...
Persistent link: https://www.econbiz.de/10005632830
Persistent link: https://www.econbiz.de/10005194533
Persistent link: https://www.econbiz.de/10012810288
Persistent link: https://www.econbiz.de/10005194327
Persistent link: https://www.econbiz.de/10011590676
Persistent link: https://www.econbiz.de/10012796523
Persistent link: https://www.econbiz.de/10015072088
Persistent link: https://www.econbiz.de/10003202956