Time variation of CAPM betas across market volatility...

Time variation of CAPM betas across market volatility regimes

Abdymomunov, Azamat, Morley, James
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Volume:
21
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603107.2011.577010
Date:
October, 2011
File:
PDF, 398 KB
english, 2011
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