Author:
Antypas Antonios,Caporale Guglielmo Maria,Kourogenis Nikolaos,Pittis Nikitas
Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference31 articles.
1. Morningstar ratings and mutual fund performance;Blake;J. Finan. Quant. Anal.,2000
2. On the assessment of risk;Blume;J. Finance,1971
3. Betas and their regression tendencies;Blume;J. Finance,1975
4. Market model nonstationarity in the Korean Stock Market;Bos,1992
5. Nonstationarity of the market model, outliers, and choice of the market rate of return;Bos,1995
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献