Time-varying betas and the cross-sectional return-risk relation: evidence from the UK

Author： Fraser Patricia   Hamelink Foort   Hoesli Martin   Macgregor Bryan  

Publisher： Routledge Ltd

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.10, Iss.4, 2004-08, pp. : 255-276

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