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Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions
Home
Publications
Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions
Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions
FF
Frank J. Fabozzi
Frank J. Fabozzi
JF
Jack Clark Francis
Jack Clark Francis
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1 September 1977
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 32
(4)
,
1093-1099
https://doi.org/10.2307/2326515
Abstract
No abstract available
Keywords
BULL
STABILITY TESTS
BEAR MARKET
MARKET CONDITIONS
TESTS FOR ALPHAS
BETAS
Cited by 43 articles