Time-varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK

Patricia Fraser, Bryan Duncan MacGregor, Martin Edward Ralph Hoesli, F. Hamelink

Research output: Contribution to journalArticle

20 Citations (Scopus)
Original languageEnglish
Pages (from-to)255-276
Number of pages21
JournalEuropean Journal of Finance
Volume10
Issue number4
DOIs
Publication statusPublished - 2004

Cite this