Changes in factor betas and risk premiums over varying market conditions

Parvez Ahmed; Larry J. Lockwood

doi:10.1111/j.1540-6288.1998.tb01388.x

Changes in factor betas and risk premiums over varying market conditions

Parvez Ahmed, Larry J. Lockwood

Texas Christian University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	149-168
Number of pages	20
Journal	Financial Review
Volume	33
Issue number	3
DOIs	https://doi.org/10.1111/j.1540-6288.1998.tb01388.x
State	Published - Aug 1998
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Arbitrage pricing theory
Bull/bear markets
Business conditions
Factor risk premiums
Multi-factor pricing relations

Access to Document

10.1111/j.1540-6288.1998.tb01388.x

Cite this

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title = "Changes in factor betas and risk premiums over varying market conditions",

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author = "Parvez Ahmed and Lockwood, {Larry J.}",

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language = "English",

volume = "33",

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AU - Lockwood, Larry J.

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KW - Factor risk premiums

KW - Multi-factor pricing relations

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VL - 33

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JO - Financial Review

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Changes in factor betas and risk premiums over varying market conditions

ASJC Scopus Subject Areas

Keywords

Access to Document

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