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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