Reports of beta's death are premature: Evidence from the UK
- 30 September 1998
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 22 (9), 1207-1229
- https://doi.org/10.1016/s0378-4266(98)00050-8
Abstract
No abstract availableThis publication has 21 references indexed in Scilit:
- Is Beta dead? The role of alternative estimation methodsApplied Economics Letters, 1997
- The Cross‐Section of Realized Stock Returns: The Pre‐COMPUSTAT EvidenceThe Journal of Finance, 1994
- A Test for the Number of Factors in an Approximate Factor ModelThe Journal of Finance, 1993
- The Cross-Section of Expected Stock ReturnsThe Journal of Finance, 1992
- Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing TheoryThe Journal of Finance, 1988
- An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for RiskThe Journal of Finance, 1988
- Debt/Equity Ratio and Expected Common Stock Returns: Empirical EvidenceThe Journal of Finance, 1988
- Economic Forces and the Stock MarketThe Journal of Business, 1986
- The relationship between return and market value of common stocksJournal of Financial Economics, 1981
- INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESISThe Journal of Finance, 1977