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Market Value and Systematic Risk

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  • Turnbull, Stuart M

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  • Turnbull, Stuart M, 1977. "Market Value and Systematic Risk," Journal of Finance, American Finance Association, vol. 32(4), pages 1125-1142, September.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:4:p:1125-42
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    Cited by:

    1. Gwangheon Hong & Sudipto Sarkar, 2007. "Equity Systematic Risk (Beta) and Its Determinants," Contemporary Accounting Research, John Wiley & Sons, vol. 24(2), pages 423-466, June.
    2. Sean T. Hannah & Naz Sayari & Frederick H. deB. Harris & Carol L. Cain, 2021. "The Direct and Moderating Effects of Endogenous Corporate Social Responsibility on Firm Valuation: Theoretical and Empirical Evidence from the Global Financial Crisis," Journal of Management Studies, Wiley Blackwell, vol. 58(2), pages 421-456, March.
    3. Faff, Robert W. & Hodgson, Allan & Saudagaran, Shahrokh, 2002. "International cross-listings towards more liquid markets: the impact on domestic firms," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 365-390.
    4. Mohamad Husam Helmi & Mohamed Shaker Ahmed, 2024. "Firm-specific attributes and capital gains overhang," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 907-931, December.
    5. Cho, Thummim, 2018. "Turning alphas into betas: arbitrage and the cross-section of risk," LSE Research Online Documents on Economics 118915, London School of Economics and Political Science, LSE Library.
    6. Jacky C. So & Rakesh Bharati & Susan Crain, 2001. "Risk-Taking, Agency Problem, and Small Business Loan Guarantee: An Application of Option Pricing Theory," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 6(1), pages 24-43, Spring.

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