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The Telescopic Effect of Past Return Realizations on Ex-Post Beta Estimates

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  • Kryzanowski, Lawrence
  • To, Minh Chau

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Suggested Citation

  • Kryzanowski, Lawrence & To, Minh Chau, 1984. "The Telescopic Effect of Past Return Realizations on Ex-Post Beta Estimates," The Financial Review, Eastern Finance Association, vol. 19(1), pages 1-25, March.
    • Handle: RePEc:bla:finrev:v:19:y:1984:i:1:p:1-25
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    Cited by:

    1. He, Zhongzhi (Lawrence) & Kryzanowski, Lawrence, 2008. "Dynamic betas for Canadian sector portfolios," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1110-1122, December.
    2. Abdul Rahman & Lawrence Kryzanowski & Ah Boon Sim, 1987. "Systematic Risk In A Purely Random Market Model: Some Empirical Evidence For Individual Public Utilities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(2), pages 143-152, June.
    3. He, Zhongzhi & Kryzanowski, Lawrence, 2007. "Cost of equity for Canadian and U.S. sectors," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 215-229, August.

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