Reports of beta's death are premature: Evidence from the UK

Journal of Banking and Finance

Volumn 22, Issue 9, 1998, Pages 1207-1229

  Clare, A D ^a   Priestley, R ^b   Thomas, S H ^c  

^a UNIVERSITY OF READING   (United Kingdom)

^b BI NORWEGIAN BUSINESS SCHOOL   (Norway)

^c UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Beta; Expected returns; G0; G1; One step estimation

Indexed keywords

EID: 0000413322     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00050-8     Document Type: Article

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