Work

Mean-Absolute-Deviation Versus Least-Squares Regression Estimation of Beta Coefficients

Year: 1978

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330527

Authors: Bradford Cornell, J. Kimball Dietrich

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2061246087

FWCI: 1.319

Cites: 12

Cited by: 35

Related to: 10