Returns on negative beta securities: implications for the empirical SML

Author： Cloninger Dale O.   Waller Edward R.   Bendeck Yvette   Revere Lee  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.14, Iss.6, 2004-03, pp. : 397-402

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On tests of the conditional relationship between beta and returns

By Cooper Ian  

Applied Financial Economics, Vol. 19, Iss. 6, 2009-03 ,pp. : 427-432

Routledge Ltd

Access to resources Recommend Favorite

Beta, size and returns: a study on the French Stock Exchange

By Lilti Jean-Jacques   Montagner Helene Rainelli-Le  

Applied Financial Economics, Vol. 8, Iss. 1, 1998-02 ,pp. : 13-20

Routledge Ltd

Access to resources Recommend Favorite

An empirical examination of the return distribution characteristics of agency mortgage pass-through securities

By Fabozzi Frank J.   Racheva-Iotova Borjana   Stoyanov Stoyan V.  

Applied Financial Economics, Vol. 16, Iss. 15, 2006-10 ,pp. : 1085-1094

Routledge Ltd

Access to resources Recommend Favorite

Implications of dependence in stock returns for asset allocation

By Geyer Alois L. J.  

Applied Financial Economics, Vol. 10, Iss. 6, 2000-12 ,pp. : 623-633

Routledge Ltd

Access to resources Recommend Favorite

The conditional relation between beta and returns in the Hong Kong stock market

By Lam Keith S. K.  

Applied Financial Economics, Vol. 11, Iss. 6, 2001-12 ,pp. : 669-680

Routledge Ltd

Access to resources Recommend Favorite