Changes in factor betas and risk premiums over varying market conditions

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@article{8588aaaee23a46fc86e948106d61c4dd,

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

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

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

year = "1998",

month = aug,

doi = "10.1111/j.1540-6288.1998.tb01388.x",

language = "English",

volume = "33",

pages = "149--168",

number = "3",

}

TY - JOUR

T1 - Changes in factor betas and risk premiums over varying market conditions

AU - Ahmed, Parvez

AU - Lockwood, Larry J.

PY - 1998/8

Y1 - 1998/8

KW - Arbitrage pricing theory

KW - Bull/bear markets

KW - Business conditions

KW - Factor risk premiums

KW - Multi-factor pricing relations

UR - https://www.scopus.com/pages/publications/0042379054

UR - https://www.scopus.com/pages/publications/0042379054#tab=citedBy

U2 - 10.1111/j.1540-6288.1998.tb01388.x

DO - 10.1111/j.1540-6288.1998.tb01388.x

M3 - Article

AN - SCOPUS:0042379054

SN - 0732-8516

VL - 33

SP - 149

EP - 168

JO - Financial Review

JF - Financial Review

IS - 3

ER -