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| Author: | Fletcher, Jonathan |
| Title: | On the conditional relationship between beta and return in international stock returns |
| Journal: | International Review of Financial Analysis
2000 : VOL. 9:3, p. 235-245 |
| Index terms: | Stock markets International Rate of return CAPM |
| Language: | eng |
| Abstract: | Consistent with previous research, there is a flat unconditional relationship between beta and return. However, when the sample is split into up market and down market months, there is support for the relationship. |
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