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Beta stability and tendency : An application of a variable mean response regression model

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  • Lee, Cheng F.
  • Chen, Carl R.

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  • Lee, Cheng F. & Chen, Carl R., 1982. "Beta stability and tendency : An application of a variable mean response regression model," Journal of Economics and Business, Elsevier, vol. 34(3), pages 201-206.
    • Handle: RePEc:eee:jebusi:v:34:y:1982:i:3:p:201-206
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    Cited by:

    1. Esteban González, María Victoria & Tusell Palmer, Fernando Jorge, 2009. "Predicting Betas: Two new methods," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    2. Malevergne, Y. & Sornette, D., 2007. "Self-consistent asset pricing models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 149-171.
    3. Carl R. Chen & Steve Stockum, 1986. "Selectivity, Market Timing, And Random Beta Behavior Of Mutual Funds: A Generalized Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 87-96, March.
    4. Keith Lam, 1999. "Some evidence on the distribution of beta in Hong Kong," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 251-262.

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