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Political and regulatory risk : beta sensitivity in UK electricity distribution

Buckland, Roger; Fraser, Patricia - In: Journal of regulatory economics 19 (2001) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10001616741

Time-Varying Betas and Cross-Sectional Return-Risk Relation : Evidence form the UK

Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - Université <Genève> / Section des Hautes Etudes … - 2000

The seminal study by Fama and MacBeth (1973) initiated a stream of papers testing for the cross-sectional relation between return and risk. The debate wether beta is a valid measure of risk has been renimated by Fama and French (1992) and subsequent studies.(...)

Persistent link: https://www.econbiz.de/10005843529

Forecasting beta : how well does the "five-year rule of thumb" do?

Groenewold, Nicolaas; Fraser, Patricia - 1999

Persistent link: https://www.econbiz.de/10001374842

Time-varying betas and the cross-sectional return-risk relation : evidence from the UK

Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - In: The European journal of finance 10 (2004) 4, pp. 255-276

Persistent link: https://www.econbiz.de/10002359594