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Investment Horizon, Diversification, And The Efficiency Of Alternative Beta Forecasts

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  • Gabriel A. Hawawini
  • Ashok Vora

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  • Gabriel A. Hawawini & Ashok Vora, 1982. "Investment Horizon, Diversification, And The Efficiency Of Alternative Beta Forecasts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(1), pages 1-15, March.
    • Handle: RePEc:bla:jfnres:v:5:y:1982:i:1:p:1-15
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1982.tb00621.x
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    References listed on IDEAS

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    1. 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.
    2. Vasicek, Oldrich A, 1973. "A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas," Journal of Finance, American Finance Association, vol. 28(5), pages 1233-1239, December.
    3. Blume, Marshall E, 1975. "Betas and Their Regression Tendencies," Journal of Finance, American Finance Association, vol. 30(3), pages 785-795, June.
    4. 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.
    5. Hawawini, Gabriel A., 1980. "Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(1), pages 139-149, March.
    6. Eubank, Arthur A, Jr & Zumwalt, J Kenton, 1979. "An Analysis of the Forecast Error Impact of Alternative Beta Adjustment Techniques and Risk Classes," Journal of Finance, American Finance Association, vol. 34(3), pages 761-776, June.
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