Cross-sectional analysis of Swedish stock returns with time-varying beta: The Swedish stock market 1983-96

European Financial Management

Volumn 6, Issue 2, 2000, Pages 213-233

  Asgharian, Hossein ^a   Hansson, Björn ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

Cross sectional multifactor model; Errors in variables; Extreme bound analysis; Swedish stock returns; Time varying beta

Indexed keywords

EID: 85007802120     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00121     Document Type: Article

References (0)