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STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS · Study

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ArticleSTABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS

Frank J. Fabozzi1977

Article1977

STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS

Frank J. Fabozzi · Jack Clark Francis

314 citations·0/0 files stored·The Journal of Finance

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

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Behavior of Stock-Market Prices 1972Capital Market Equilibrium with Restricted Borrowing 1972The capital asset pricing model: Some empirical tests 1979Investment Analysis and Portfolio Management.1973Studies in the Theory of Capital Markets.

Cited by

2004Duration Dependence in Stock Prices 2016Are stock markets really efficient? Evidence of the adaptive market hypothesis 2014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data 1979Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination 1993DUAL BETAS FROM BULL AND BEAR MARKETS: REVERSAL OF THE SIZE EFFECT 1979An Analysis of Risk in Bull and Bear Markets 2005Foreign exchange risk exposure: Survey and suggestions 2010The Availability Heuristic and Investors' Reaction to Company-Specific Events

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Year1977

Typearticle

Published1977-09-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations314

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1977.tb03312.x

openalex_workW2086150820

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