The Conditional Relation between Beta and Returns
Author(s) -
Glenn N. Pettengill,
Sridhar Sundaram,
Ike Mathur
Publication year - 1995
Publication title -
journal of financial and quantitative analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.657
H-Index - 121
eISSN - 1756-6916
pISSN - 0022-1090
DOI - 10.2307/2331255
Subject(s) - beta (programming language) , relation (database) , econometrics , economics , mathematics , computer science , data mining , programming language
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