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Sources of Systematic Risk in Common Stocks

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  • Thompson, Donald J, II

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  • Thompson, Donald J, II, 1976. "Sources of Systematic Risk in Common Stocks," The Journal of Business, University of Chicago Press, vol. 49(2), pages 173-188, April.
    • Handle: RePEc:ucp:jnlbus:v:49:y:1976:i:2:p:173-88
    DOI: 10.1086/295829
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    Cited by:

    1. Gwangheon Hong & Sudipto Sarkar, 2007. "Equity Systematic Risk (Beta) and Its Determinants," Contemporary Accounting Research, John Wiley & Sons, vol. 24(2), pages 423-466, June.
    2. Masoud Rahiminezhad Galankashi & Farimah Mokhatab Rafiei & Maryam Ghezelbash, 2020. "Portfolio selection: a fuzzy-ANP approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-34, December.
    3. Thomas J. Cook & Michael S. Rozeff, 1984. "Coskewness, Dividend Yield And Capital Asset Pricing," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 231-241, September.
    4. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
    5. Ray Ball & Gil Sadka & Ayung Tseng, 2022. "Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk," Review of Accounting Studies, Springer, vol. 27(2), pages 607-646, June.
    6. Kofi A. Osei, 2003. "The Response To Annual Earnings Information Announcements By Listed Companies On The Ghana Stock Exchange," South African Journal of Economics, Economic Society of South Africa, vol. 71(1), pages 195-210, March.
    7. Ali F. Darrat & Tarun K. Mukherjee, 1995. "Inter‐industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 141-155, March.
    8. Cho, Thummim, 2018. "Turning alphas into betas: arbitrage and the cross-section of risk," LSE Research Online Documents on Economics 118915, London School of Economics and Political Science, LSE Library.
    9. Faff, R. W. & Brooks, R. D. & Kee, Ho Yew, 2002. "New evidence on the impact of financial leverage on beta risk: A time-series approach," The North American Journal of Economics and Finance, Elsevier, vol. 13(1), pages 1-20, May.

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