INDUSTRY MOVEMENTS OF COMMON-STOCKS

[1] ABER JW, 1973, BETA COEFFICIENTS MO

[2] SYSTEMATIC AND UNSYSTEMATIC COMPONENTS OF FINANCIAL RISK [J]. JOURNAL OF FINANCE, 1972, 27 (01) : 37 - 45

[3] Black F, 1972, RES CAPITAL MARKET T

[4] Blume M E, 1971, J FINANCE MAR, P1

[5] CAMPANELLA FB, 1972, MEASUREMENT PORTFOLI

[6] COHEN KJ, 1967, J BUS APRIL, P166

[7] DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

[8] ESTIMATING DEPENDENCE STRUCTURE OF SHARE PRICES IMPLICATIONS FOR PORTFOLIO SELECTION [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1203 - 1232

[9] NOTE ON MARKET MODEL AND 2-PARAMETER MODEL [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1181 - 1185

[10] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[1] ABER JW, 1973, BETA COEFFICIENTS MO

[2] SYSTEMATIC AND UNSYSTEMATIC COMPONENTS OF FINANCIAL RISK [J]. JOURNAL OF FINANCE, 1972, 27 (01) : 37 - 45

[3] Black F, 1972, RES CAPITAL MARKET T

[4] Blume M E, 1971, J FINANCE MAR, P1

[5] CAMPANELLA FB, 1972, MEASUREMENT PORTFOLI

[6] COHEN KJ, 1967, J BUS APRIL, P166

[7] DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

[8] ESTIMATING DEPENDENCE STRUCTURE OF SHARE PRICES IMPLICATIONS FOR PORTFOLIO SELECTION [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1203 - 1232

[9] NOTE ON MARKET MODEL AND 2-PARAMETER MODEL [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1181 - 1185

[10] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105