Does beta react to market conditions? Estimates of ‘bull’...

Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter

Woodward, George, Anderson, Heather M.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680802595643
Date:
December, 2009
File:
PDF, 414 KB
english, 2009
Conversion to is in progress
Conversion to is failed