Time-varying betas and cross-sectional return-risk relation

Evidence from the UK

F. Hamelink, P. Fraser, M. Hoesli, B. MacGregor

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalThe European Journal of Finance
Publication statusPublished - 2000

Cite this

@article{87910e5f0d104bb89f824675caf41ada,
title = "Time-varying betas and cross-sectional return-risk relation: Evidence from the UK",
author = "F. Hamelink and P. Fraser and M. Hoesli and B. MacGregor",
year = "2000",
language = "English",
journal = "The European Journal of Finance",
issn = "1351-847X",
publisher = "Routledge",

}

Time-varying betas and cross-sectional return-risk relation : Evidence from the UK. / Hamelink, F.; Fraser, P.; Hoesli, M.; MacGregor, B.

In: The European Journal of Finance, 2000.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Time-varying betas and cross-sectional return-risk relation

T2 - Evidence from the UK

AU - Hamelink, F.

AU - Fraser, P.

AU - Hoesli, M.

AU - MacGregor, B.

PY - 2000

Y1 - 2000

M3 - Article

JO - The European Journal of Finance

JF - The European Journal of Finance

SN - 1351-847X

ER -