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Is The Distribution Of Betas Stationary?

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  • Robert W. Kolb
  • Ricardo J. Rodriguez

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  • Robert W. Kolb & Ricardo J. Rodriguez, 1990. "Is The Distribution Of Betas Stationary?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(4), pages 279-283, December.
    • Handle: RePEc:bla:jfnres:v:13:y:1990:i:4:p:279-283
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1990.tb00632.x
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    References listed on IDEAS

    as
    1. Blume, Marshall E, 1975. "Betas and Their Regression Tendencies," Journal of Finance, American Finance Association, vol. 30(3), pages 785-795, June.
    2. Collins, Daniel W & Ledolter, Johannes & Rayburn, Judy Dawson, 1987. "Some Further Evidence on the Stochastic Properties of Systematic Risk," The Journal of Business, University of Chicago Press, vol. 60(3), pages 425-448, July.
    3. Elgers, Pieter T & Haltiner, James R & Hawthorne, William H, 1979. "Beta Regression Tendencies: Statistical and Real Causes," Journal of Finance, American Finance Association, vol. 34(1), pages 261-263, March.
    4. 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.
    5. Blume, Marshall E, 1979. "Betas and Their Regression Tendencies: Some Further Evidence," Journal of Finance, American Finance Association, vol. 34(1), pages 265-267, March.
    6. Bos, T & Newbold, P, 1984. "An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model," The Journal of Business, University of Chicago Press, vol. 57(1), pages 35-41, January.
    7. Blume, Marshall E, 1971. "On the Assessment of Risk," Journal of Finance, American Finance Association, vol. 26(1), pages 1-10, March.
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    Cited by:

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    2. Loviscek, Anthony L. & Jordan, W. John, 2000. "Stock selection based on Morningstar's ten-year, five-star general equity mutual funds," Financial Services Review, Elsevier, vol. 9(2), pages 145-157, 00.

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