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100 randomly selected APOI test Australian equities background noise effect based portfolios beta contains beta instability detected beta stability characteristics Brooks and King's Collins constant beta stocks covariance matrix CRIF degree of beta driven by macroeconomic econometric Faff and Lee form of beta formed from constant formed from varying Hildreth-Houck 1968 individual common stock instability in portfolios K.R. Sawyer Ledolter and Rayburn Lee and Fry macroeconomic factors mean reversion properties model of beta Monash University number of rejections number of studies paper point optimal invariant portfolio betas portfolio size increases portfolios formed portfolios of size random coefficient model randomly selected portfolios rejection frequencies rejections of beta reports the number results are reported Results for portfolios Rosenberg 1973 Rosenberg beta stocks second sub-period significance levels stock and portfolio stock is classified stocks identified stocks This table sub-categories sub-sample Sunder Systematic Risk table reports test in table varying beta stocks varying coefficient