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A Framework For Analyzing Nonconvertible Preferred Stock Risk

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  • David B. Smith

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  • David B. Smith, 1983. "A Framework For Analyzing Nonconvertible Preferred Stock Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 127-139, June.
    • Handle: RePEc:bla:jfnres:v:6:y:1983:i:2:p:127-139
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00320.x
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    References listed on IDEAS

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    1. Prendergast, George A., 1976. "N.Y.S.E.: A History of the New York Stock Exchange 1935–1975. By Robert Sobel. New York, Weybright and Talley, 1975. Pp. xi + 398. $15.00," Business History Review, Cambridge University Press, vol. 50(4), pages 527-529, January.
    2. Hamada, Robert S, 1972. "The Effect of the Firm's Capital Structure on the Systematic Risk of Common Stocks," Journal of Finance, American Finance Association, vol. 27(2), pages 435-452, May.
    3. Hamada, Robert S, 1969. "Portfolio Analysis, Market Equilibrium and Corporation Finance," Journal of Finance, American Finance Association, vol. 24(1), pages 13-31, March.
    4. Bowman, Robert G, 1979. "The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables," Journal of Finance, American Finance Association, vol. 34(3), pages 617-630, June.
    5. 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.
    6. 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.
    7. Fisher, Franklin M, 1970. "Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note," Econometrica, Econometric Society, vol. 38(2), pages 361-366, March.
    8. Bildersee, John S, 1973. "Some Aspects of the Performance of Non-Convertible Preferred Stocks," Journal of Finance, American Finance Association, vol. 28(5), pages 1187-1201, December.
    9. Hill, Ned C. & Stone, Bernell K., 1980. "Accounting Betas, Systematic Operating Risk, and Financial Leverage: A Risk-Composition Approach to the Determinants of Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 595-637, September.
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