Further evidence on the beta stability and tendency : an application of a variable mean response regression model / BEBR No. 731

Lee, Cheng F.; Chen, Carl R.

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https://hdl.handle.net/2142/27191 Copy

Description

Title

Further evidence on the beta stability and tendency : an application of a variable mean response regression model / BEBR No. 731

Author(s)

• Lee, Cheng F.
• Chen, Carl R.

Issue Date

1980

Keyword(s)

• Capital assets pricing model.
• Investments -- Mathematical models.
• Regression analysis.

Publisher

[Urbana] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration ; no. 731

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/27191

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:furtherevidenceo731leec
• http://www.archive.org/details/furtherevidenceo731leec

Copyright and License Information

Copyright 1980 Board of Trustees University of Illinois.

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