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An Empirical Test of the Statistical Association of Market Risk and Financial Accounting Allocation

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  • Jack Blann
  • B.V. Balachandran

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  • Jack Blann & B.V. Balachandran, 1988. "An Empirical Test of the Statistical Association of Market Risk and Financial Accounting Allocation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 15(1), pages 101-113, March.
    • Handle: RePEc:bla:jbfnac:v:15:y:1988:i:1:p:101-113
    DOI: 10.1111/j.1468-5957.1988.tb00123.x
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    References listed on IDEAS

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    1. Beaver, William & Manegold, James, 1975. "The Association between Market-Determined and Accounting-Determined Measures of Systematic Risk: Some Further Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(2), pages 231-284, June.
    2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    3. Prakash, Prem & Rappaport, Alfred, 1977. "Information inductance and its significance for accounting," Accounting, Organizations and Society, Elsevier, vol. 2(1), pages 29-38, January.
    4. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    5. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    6. Holthausen, Robert W. & Leftwich, Richard W., 1983. "The economic consequences of accounting choice implications of costly contracting and monitoring," Journal of Accounting and Economics, Elsevier, vol. 5(1), pages 77-117, April.
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