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Ridge Regression And The Multicollinearity Problem In Financial Research: A Case Study

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  • R. Penny Marquette
  • Dana Johnson

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  • R. Penny Marquette & Dana Johnson, 1980. "Ridge Regression And The Multicollinearity Problem In Financial Research: A Case Study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 33-47, March.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:1:p:33-47
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00035.x
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    References listed on IDEAS

    as
    1. Breen, William J & Lerner, Eugene M, 1973. "Corporate Financial Strategies and Market Measures of Risk and Return," Journal of Finance, American Finance Association, vol. 28(2), pages 339-351, May.
    2. Farrell, James L, Jr, 1974. "Analyzing Covariation of Returns to Determine Homogeneous Stock Groupings," The Journal of Business, University of Chicago Press, vol. 47(2), pages 186-207, April.
    3. Melicher, Ronald W., 1974. "Financial Factors Which Influence Beta Variations within an Homogeneous Industry Environment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(2), pages 231-241, March.
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    Cited by:

    1. Li, Zhichuan Frank & Lin, Shannon & Sun, Shuna & Tucker, Alan, 2018. "Risk-adjusted inside debt," Global Finance Journal, Elsevier, vol. 35(C), pages 12-42.

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