The relationship between accounting variables and systematic risk and the prediction of systematic risk

Publisher:
Australian Graduate School of Management
Publication Type:
Journal Article
Citation:
Australian Journal of Management, 1978, 3 (2), pp. 113 - 126
Issue Date:
1978-01
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This paper conducts several tests of association between accounting information and the systematic risks of firm's equities. It also evaluates several models of the prediction of systematic risk from past rate-of-return information
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