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On the Estimation and Stability of Beta

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References

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1973Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk243 cited
1971On the Short-Term Stationarity of Beta Coefficients227 cited
1972Risk-Return Classes of New York Stock Exchange Common Stocks, 1931–1967178 cited
1975THE ADJUSTMENT OF BETA FORECASTS144 cited
1974ON THE ASSESSMENT OF RISK: SOME FURTHER CONSIDERATIONS104 cited

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1986The Investment Performance of Unit Trusts and Mutual Funds in Australia for the Period 1969 to 197857 cited
2000ESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD55 cited
2003Testing for Time-variation in Beta in India50 cited
2022Is idiosyncratic risk priced? The international evidence

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1993The extent of nonstationarity of beta41 cited

1998Risk diversity across restaurants: An empirical analysis37 cited

2001Political and Regulatory Risk: Beta Sensitivity in U.K. Electricity Distribution*35 cited

2007Assessing the risk relevance of accounting variables in diverse economic conditions34 cited

2007Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach33 cited

1983Market Model Stationarity of Individual Public Utilities31 cited

2003Have World, Country and Industry Risk Changed Over Time? An Investigation of the Developed Stock Markets Volatility29 cited

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