Work

Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions

Year: 1977

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1977.tb03312.x

Authors: Frank J. Fabozzi, Jack Clark Francis

Institutions: Hofstra University, Baruch College

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2086150820

FWCI: 6.049

Cites: 12

Cited by: 315

Related to: 10