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Applied Economics Letters
Volumn 4, Issue 9, 1997, Pages 559-562
Is beta dead? The role of alternative estimation methods
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0039926539     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048597355023     Document Type: Article
Times cited : (12)
References (12)
  • 1
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    • Burmeister, E.1    McElroy, M.B.2
  • 2
    • 0000496978 scopus 로고
    • Economic forces and the stock market
    • Chen, N.-F., Roll, R. and Ross, S.A. (1986) Economic forces and the stock market, Journal of Business, 59, 383-403.
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    • Chen, N.-F.1    Roll, R.2    Ross, S.A.3
  • 3
    • 38249010917 scopus 로고
    • International evidence for the predictability of bond and stock returns
    • Clare, A.D. and Thomas, S.H. (1992) International evidence for the predictability of bond and stock returns, Economic Lelters, 40, 105-12.
    • (1992) Economic Lelters , vol.40 , pp. 105-112
    • Clare, A.D.1    Thomas, S.H.2
  • 5
    • 84993900539 scopus 로고
    • A test for the number of factors in an approximate factor model
    • Connor, G. and Korajczyk, R.A. (1993) A test for the number of factors in an approximate factor model, Journal of Finance, 48, 1263-91 .
    • (1993) Journal of Finance , vol.48 , pp. 1263-1291
    • Connor, G.1    Korajczyk, R.A.2
  • 6
    • 84993906169 scopus 로고
    • The cross-section of realised stock returns: The pre-COMPUSTAT evidence
    • Davis, J.L. (1994) The cross-section of realised stock returns: the pre-COMPUSTAT evidence, Journal of Finance, 49, 1579-39.
    • (1994) Journal of Finance , vol.49 , pp. 1579-1639
    • Davis, J.L.1
  • 7
    • 84977737676 scopus 로고
    • The cross-section of expected returns
    • Fama, E.F. and French, K.R. (1992) The cross-section of expected returns, Journal of Finance, 47, 427-65.
    • (1992) Journal of Finance , vol.47 , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 8
    • 0000928969 scopus 로고
    • Risk, return and equilibrium: Empirical tests
    • Fama, E.F. and MacBeth, J.D. (1973) Risk, return and equilibrium: empirical tests, Journal of Political Economy, 71, 607-36.
    • (1973) Journal of Political Economy , vol.71 , pp. 607-636
    • Fama, E.F.1    MacBeth, J.D.2
  • 9
    • 84993888629 scopus 로고
    • Another look at the cross-section of expected stock returns
    • Kothari, S.P., Shanken, J. and Sloan, R.G. (1995) Another look at the cross-section of expected stock returns, Journal of Finance, 50, 185-224.
    • (1995) Journal of Finance , vol.50 , pp. 185-224
    • Kothari, S.P.1    Shanken, J.2    Sloan, R.G.3
  • 10
    • 21844505511 scopus 로고
    • Economic forces, fundamental variables and equity returns
    • He, J. and Ng, L.K. (1994) Economic forces, fundamental variables and equity returns, Journal of Business, 67, 599-639.
    • (1994) Journal of Business , vol.67 , pp. 599-639
    • He, J.1    Ng, L.K.2
  • 11
    • 0001348882 scopus 로고
    • Two estimators for the APT model when factors are measured
    • McElroy, M.B., Burmeister, E. and Wall, K.D. (1985) Two estimators for the APT model when factors are measured, Economic Letters, 19, 271-75.
    • (1985) Economic Letters , vol.19 , pp. 271-275
    • McElroy, M.B.1    Burmeister, E.2    Wall, K.D.3
  • 12
    • 0001783260 scopus 로고
    • On the estimation of beta-pricing models
    • Shanken, J. (1992) On the estimation of beta-pricing models, Review of Finacial Studies, 5, 1-33.
    • (1992) Review of Finacial Studies , vol.5 , pp. 1-33
    • Shanken, J.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.