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The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model
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The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model (1979)The Effects of Changing Macroeconomic Con…An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns (1990)An Intracyclical Analysis of …Time-Series Analysis of Beta Stationarity and Its Determinants: A Case of Public Utilities (1982)Time-Series Analysis of Beta …CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS (1972)The theory and practice of econometrics (1986)Time-Series Processes of Utility Betas: Implications for Forecasting Systematic Risk (1990)Rational Expectations and the Theory of Price Movements (1961)Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)
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  • 1982Time-Series Analysis of Beta Stationarity and Its Determinants: A Case of Public Utilities17 cited
  • 1990An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns15 cited

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