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

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

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22 Citations (Scopus)

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title = "Time-varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK",

author = "Patricia Fraser and MacGregor, {Bryan Duncan} and Hoesli, {Martin Edward Ralph} and F. Hamelink",

year = "2004",

doi = "10.1080/13518470110053407",

language = "English",

volume = "10",

pages = "255--276",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge",

number = "4",

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T1 - Time-varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK

AU - Fraser, Patricia

AU - MacGregor, Bryan Duncan

AU - Hoesli, Martin Edward Ralph

AU - Hamelink, F.

PY - 2004

Y1 - 2004

U2 - 10.1080/13518470110053407

DO - 10.1080/13518470110053407

M3 - Article

VL - 10

SP - 255

EP - 276

JO - European Journal of Finance

JF - European Journal of Finance

SN - 1351-847X

IS - 4

ER -