Work

Size, time‐varying beta, and conditional heteroscedasticity in UK stock returns

Year: 1999

Type: article

Source: Review of Financial Economics

DOI: 10.1016/s1058-3300(99)00007-5

Author: Mario G. Reyes

Institution: University of Idaho

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1964653071

FWCI: 0.688

Cites: 20

Cited by: 41

Related to: 10