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A note on the seasonality in the risk-return relationship

Author

Listed:
  • Begoña Basarrate Urizar

    (Universidad del País Vaso e Instituto de Estudios Fiscales)

  • Gonzalo Rubio

    (Universidad del País Vasco and Universidad Carlos III)

Abstract

No abstract is available for this item.

Suggested Citation

  • Begoña Basarrate Urizar & Gonzalo Rubio, 1990. "A note on the seasonality in the risk-return relationship," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 311-318, May.
    • Handle: RePEc:iec:inveco:v:14:y:1990:i:2:p:311-318
    as

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    File URL: https://www.fundacionsepi.es/investigacion/revistas/paperArchive/May1990/v14i2a9.pdf
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    References listed on IDEAS

    as
    1. Shanken, Jay, 1985. "Multivariate tests of the zero-beta CAPM," Journal of Financial Economics, Elsevier, vol. 14(3), pages 327-348, September.
    2. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Sentana, Enrique, 1995. "Risk and return in the Spanish stock market," LSE Research Online Documents on Economics 119179, London School of Economics and Political Science, LSE Library.
    2. Rubio, Gonzalo, 1996. "The liquidity premiun in equity pricing under a continuous auction system," DEE - Working Papers. Business Economics. WB 7014, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    3. Fernando Rubio, 2005. "Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo," Finance 0503029, University Library of Munich, Germany.
    4. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.

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