MARKET PHASE AND STATIONARITY OF BETA

被引:17
作者
GOODING, AE [1 ]
OMALLEY, TP [1 ]
机构
[1] HUGHES AIRCRAFT CO,LOS ANGELES,CA 90009
关键词
D O I
10.2307/2330259
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:833 / 857
页数:25
相关论文
共 22 条
[1]  
AMBACHTSHEER K, 1972, FINANCIAL ANALYSTS J, V27, P53
[2]  
BEAVER W, 1970, ACCOUNT REV, V45, P654
[3]   ALLOCATION OF WEALTH TO RISKY ASSETS - ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS [J].
BLUME, ME ;
FRIEND, I .
JOURNAL OF FINANCE, 1975, 30 (02) :585-603
[4]   ASSESSMENT OF RISK [J].
BLUME, ME .
JOURNAL OF FINANCE, 1971, 26 (01) :1-10
[5]   BETAS AND THEIR REGRESSION TENDENCIES [J].
BLUME, ME .
JOURNAL OF FINANCE, 1975, 30 (03) :785-795
[6]   NEW LOOK AT CAPITAL ASSET PRICING MODEL [J].
BLUME, ME ;
FRIEND, I .
JOURNAL OF FINANCE, 1973, 28 (01) :19-33
[7]   SYSTEMATIC RISK AND HORIZON PROBLEM [J].
CHENG, PL ;
DEETS, MK .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1973, 8 (02) :299-316
[8]  
CROWELL RA, 1973, FINANCIAL ANAL J, V29, P81
[9]   DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS [J].
EVANS, JL ;
ARCHER, SH .
JOURNAL OF FINANCE, 1968, 23 (05) :761-767
[10]   RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].
FAMA, EF ;
MACBETH, JD .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :607-636