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

Time-varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK. / Fraser, Patricia; MacGregor, Bryan Duncan; Hoesli, Martin Edward Ralph; Hamelink, F.

In: European Journal of Finance, Vol. 10, No. 4, 2004, p. 255-276.

Research output: Contribution to journalArticle

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