An investigation into the extent of beta instability in the Singapore stock market-Reference-Cited by-同舟云学术

An investigation into the extent of beta instability in the Singapore stock market

Published:1998-05 Issue:1-2 Volume:6 Page:87-101
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Brooks Robert D.,Faff Robert W.,Ariff Mohamed

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. More on beta as a random coefficient;Alexander;J. Financial and Quantitative Analysis,1982

2. The effect of trading thinness on stock prices in Singapore;Ariff;Kajian Ekonomi,1987

3. Announcement effects and market efficiency in a thin market: An empirical application to the Singapore equity market;Ariff;Asia Pacific Journal of Management,1989

4. Ariff, M., Johnson, L.W., 1990. Securities Markets and Stock Pricing: Evidence from a Developing Equity Market in Asia. Longman Professional Books, London, Sydney and Singapore.

5. On the assessment of risk;Blume;J. Finance,1971

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