Time Aggregation, Coefficient of Determination and Systematic Risk of The Market Model

Cheng F. Lee, Kimio Morimune

Research output: Contribution to journalArticlepeer-review

13 Scopus citations
Original languageEnglish (US)
Pages (from-to)36-47
Number of pages12
JournalFinancial Review
Issue number1
StatePublished - Feb 1978
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

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