New evidence on the impact of financial leverage on beta risk: A time-series approach-Reference-Cited by-同舟云学术

New evidence on the impact of financial leverage on beta risk: A time-series approach

Published:2002-05 Issue:1 Volume:13 Page:1-20
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Faff R.W,Brooks R.D,Kee Ho Yew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

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4. The importance of a market-value measurement of debt in assessing leverage;Bowman;Journal of Accounting Research,1980

5. Empirical tests of the consumption-oriented CAPM;Breeden;Journal of Finance,1989

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