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Time-Series Analysis of Beta Stationarity and Its Determinants: A Case of Public Utilities · Study

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ArticleTime-Series Analysis of Beta Stationarity and Its Determinants: A Case of Public Utilities

Carl R. Chen1982

Article1982

Time-Series Analysis of Beta Stationarity and Its Determinants: A Case of Public Utilities

17 citations·0/0 files stored·Financial Management

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1963CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION 1986The theory and practice of econometrics 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS 1979The Theoretical Relationship Between Systematic Risk and Financial (Accounting) Variables 1971On the Short-Term Stationarity of Beta Coefficients 1980Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks 1975SIZE, LEVERAGE, AND DIVIDEND RECORD AS DETERMINANTS OF EQUITY RISK 1973CORPORATE FINANCIAL STRATEGIES AND MARKET MEASURES OF RISK AND RETURN

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1990Time-Series Processes of Utility Betas: Implications for Forecasting Systematic Risk

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Year1982

Typearticle

Published1982-01-01

VenueFinancial Management

ISSN-L0046-3892

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2307/3664999

openalex_workW2062035982

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