The conditional relationship between beta and returns: Recent evidence from international stock markets

International Business Review

Volumn 12, Issue 1, 2003, Pages 109-126

  Tang, Gordon Y N ^a,b   Shum, Wai C ^b  

^a UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Beta and returns; Conditional relationship; International markets

Indexed keywords

EID: 0037311227     PISSN: 09695931     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0969-5931(02)00090-2     Document Type: Article

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