✦ LIBER ✦
Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter
✍ Scribed by Woodward, George; Anderson, Heather M.
- Book ID
- 121503733
- Publisher
- Taylor and Francis Group
- Year
- 2009
- Tongue
- English
- Weight
- 414 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1469-7688
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