SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The extent of nonstationarity of beta · Study

ArticleShelves

ArticleThe extent of nonstationarity of beta

Dongcheol Kim1993

Article1993

The extent of nonstationarity of beta

41 citations·0/0 files stored·Review of Quantitative Finance and Accounting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 41 citations exist upstream.

References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1973Risk, Return, and Equilibrium: Empirical Tests 1960The financial analysts journal 1971ON THE ASSESSMENT OF RISK 1975BETAS AND THEIR REGRESSION TENDENCIES 1981A Possible Explanation of the Small Firm Effect 1978Beta as a Random Coefficient 1993Stocks, bonds, bills, and inflation yearbook

Cited by

2004Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 2005Time-Varying Betas of German Stock Returns 2011The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market 2003Investment Basics XLVI. On estimating the beta coefficient 2014Time-variation in the impact of news sentiment 2013Determinants of market beta: the impacts of firm-specific accounting figures and market conditions

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1992The dynamic and stochastic instability of betas: Implications for forecasting stock returnsarticle · 10 shared references 2007Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approacharticle · 8 shared references 1994Variable betas on the Stockholm exchange 1971-1989article · 7 shared references 1995Estimating the time Varying Components of international stock markets' riskarticle · 7 shared references 1981Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Notearticle · 7 shared references 1981Beta Nonstationarity, Portfolio Residual Risk and Diversificationarticle · 7 shared references

Details

Year1993

Typearticle

Published1993-06-01

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1007/bf02407008

openalex_workW2018997739

Links

Imported from OpenAlex (CC0) — nothing here is generated.