EMPIRICAL ESTIMATES OF BETA WHEN INVESTORS FACE ESTIMATION RISK

被引：44

作者：

CLARKSON, PM ^{[1
]}

THOMPSON, R ^{[1
]}

机构：

[1] SO METHODIST UNIV,DALLAS,TX 75275

来源：

JOURNAL OF FINANCE | 1990年 / 45卷 / 02期

关键词：

D O I：

10.2307/2328664

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：431 / 453

页数：23

相关论文

共 23 条

[1] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS
BALL, R
BROWN, P
[J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178
[2] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18
[3] EFFECTS OF UNCERTAIN AND NONSTATIONARY PARAMETERS UPON CAPITAL-MARKET EQUILIBRIUM CONDITIONS
BARRY, CB
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (03) : 419 - 433
[4] DIFFERENTIAL INFORMATION AND THE SMALL FIRM EFFECT
BARRY, CB
BROWN, SJ
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (02) : 283 - 294
[5] DIFFERENTIAL INFORMATION AND SECURITY MARKET EQUILIBRIUM
BARRY, CB
BROWN, SJ
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (04) : 407 - 422
[6] INVESTMENT BANKING, REPUTATION, AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS
BEATTY, RP
RITTER, JR
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 15 (1-2) : 213 - 232
[7] BETAS AND THEIR REGRESSION TENDENCIES
BLUME, ME
[J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795
[8] USING JUMP-DIFFUSION RETURN MODELS TO MEASURE DIFFERENTIAL INFORMATION BY FIRM SIZE
BRAUER, GA
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1986, 21 (04) : 447 - 458
[9] CLARKSON P, 1986, THESIS U BRIT COLUMB
[10] CLARKSON P, 1989, DIFFERENTIAL INFORMA