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

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All Science Journal Classification (ASJC) codes

@article{9ce36552baa64aebaa39782db6543906,

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

author = "Lee, {Cheng F.} and Kimio Morimune",

year = "1978",

month = feb,

doi = "10.1111/j.1540-6288.1978.tb00968.x",

language = "English (US)",

volume = "13",

pages = "36--47",

journal = "Financial Review",

issn = "0732-8516",

publisher = "Wiley-Blackwell",

number = "1",

}

TY - JOUR

T1 - Time Aggregation, Coefficient of Determination and Systematic Risk of The Market Model

AU - Lee, Cheng F.

AU - Morimune, Kimio

PY - 1978/2

Y1 - 1978/2

UR - http://www.scopus.com/inward/record.url?scp=84986409002&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84986409002&partnerID=8YFLogxK

U2 - 10.1111/j.1540-6288.1978.tb00968.x

DO - 10.1111/j.1540-6288.1978.tb00968.x

M3 - Article

AN - SCOPUS:84986409002

SN - 0732-8516

VL - 13

SP - 36

EP - 47

JO - Financial Review

JF - Financial Review

IS - 1

ER -