Work

The dynamic and stochastic instability of betas: Implications for forecasting stock returns

Year: 1992

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.3980110603

Authors: Winston T. Lin, Yueh H. Chen, John C. G. Boot

Institutions: Northwestern University, University at Buffalo, State University of New York, National Sun Yat-sen University, International Statistical Institute

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1993971401

FWCI: 2.7

Cites: 44

Cited by: 31

Related to: 10