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Volumn 9, Issue 2, 1974, Pages 263-274

Extra-market components of covariance in security returns

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EID: 84974487407     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.2307/2330104     Document Type: Article
Times cited : (182)

References (11)
  • 1
    • 0001632191 scopus 로고
    • The Association Between Market Determined and Accounting Determined Risk Measures
    • October
    • Beaver, William; Paul Kettler; and Myron Scholes.“The Association Between Market Determined and Accounting Determined Risk Measures.” The Accounting Review, vol. 45 (October 1970), pp. 654–682.
    • (1970) The Accounting Review , vol.45 , pp. 654-682
    • Beaver, W.1    Kettler, P.2    Scholes, M.3
  • 2
    • 0001113653 scopus 로고
    • An Empirical Evaluation of Alternative Portfolio Selection Models
    • April
    • Cohen, Kalman J., and Jerry A. Pogue. “An Empirical Evaluation of Alternative Portfolio Selection Models.” Journal of Business, vol. 40 (April 1967), pp. 166–193.
    • (1967) Journal of Business , vol.40 , pp. 166-193
    • Cohen, K.J.1    Pogue, J.A.2
  • 4
    • 0000563201 scopus 로고
    • Market and Industry Factors in Stock Price Behavior
    • January
    • King, Benjamin F. “Market and Industry Factors in Stock Price Behavior.” Journal of Business, vol. 39 (January 1966), pp. 139–190.
    • (1966) Journal of Business , vol.39 , pp. 139-190
    • King, B.F.1
  • 5
    • 0003114587 scopus 로고
    • The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
    • February
    • Lintner, John.“The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.” Review of Economics and Statistics, vol. 47 (February 1965), pp. 13–37.
    • (1965) Review of Economics and Statistics , vol.47 , pp. 13-37
    • Lintner, J.1
  • 7
    • 77957101872 scopus 로고
    • Linear Regression with Randomly Dispersed Parameters
    • April
    • Rosenberg, Barr. “Linear Regression with Randomly Dispersed Parameters.” Biometrika, vol. 60 (April 1973), pp. 65–72.
    • (1973) Biometrika , vol.60 , pp. 65-72
    • Rosenberg, B.1
  • 8
    • 0040749638 scopus 로고
    • A Survey of Stochastic Parameter Regression
    • October
    • —. “A Survey of Stochastic Parameter Regression.” Annals of Economic and Social Measurement, vol. 2 (October 1973), pp. 381–397.
    • (1973) Annals of Economic and Social Measurement , vol.2 , pp. 381-397
  • 9
    • 77953813199 scopus 로고
    • The Prediction of Systematic and Specific Risk in Common Stocks
    • March
    • Rosenberg, Barr, and Walt McKibben.“The Prediction of Systematic and Specific Risk in Common Stocks.” Journal of Financial and Quantitative Analysis, vol. 8 (March 1973), pp. 317–333.
    • (1973) Journal of Financial and Quantitative Analysis , vol.8 , pp. 317-333
    • Rosenberg, B.1    McKibben, W.2
  • 11
    • 84974295895 scopus 로고
    • The Capital Asset Pricing Model: A ‘Multi-Beta’ Interpretation
    • Research Paper Ho. 183, Graduate School of Business, Stanford University, September
    • —. “The Capital Asset Pricing Model: A ‘Multi-Beta’ Interpretation.” Research Paper Ho. 183, Graduate School of Business, Stanford University, September 1973.
    • (1973)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.