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Financial Review
Volumn 33, Issue 3, 1998, Pages 199-212
An examination of cross-sectional realized stock returns using a varying-risk beta model
Author keywords

Betas; January; Stock returns
Indexed keywords

EID: 0346137633     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1998.tb01391.x     Document Type: Article
Times cited : (38)
References (12)
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  • 3
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  • 5
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    • Mutual Fund Systematic Risk for Bull and Bear Months: An Empirical Examination
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    • Francis, J.1    Fabozzi, F.2
  • 8
    • 84977717050 scopus 로고
    • Earnings Yields. Market Values, and Stock Returns
    • Jaffe, J., D. Keim., and R. Westerfield., 1989, Earnings Yields. Market Values, and Stock Returns, Journal of Finance 44, 135-148.
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  • 9
    • 0010962742 scopus 로고    scopus 로고
    • The Conditional CAPM and the Cross-section of Expected Returns
    • Jagannathan, R., and Z. Wang., 1996, The Conditional CAPM and the Cross-section of Expected Returns, Journal of Finance 51, 3-53.
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  • 10
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  • 11
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    • Contrarian Investment, Extrapolation, and Risk
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  • 12
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    • Risk and Return: January Versus the Rest of the Year
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.