Mean-Absolute-Deviation Versus Least-Squares Regression Estimation of Beta Coefficients
Data up to Jan 2025
Total Citations Per Year
Abstract
References (12)
The Behavior of Stock-Market Prices
1965 • 8,575 citations
Frontiers in Econometrics
1975 • 8,241 citations
The variation of certain speculative prices
1997 • 4,766 citations
The option pricing model and the risk factor of stock
1976 • 1,293 citations
THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS
1972 • 1,034 citations
ON THE ASSESSMENT OF RISK
1971 • 736 citations
BETAS AND THEIR REGRESSION TENDENCIES
1975 • 538 citations
On the Short-Term Stationarity of Beta Coefficients
1971 • 237 citations
Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
1971 • 143 citations
THE ADJUSTMENT OF BETA FORECASTS
1975 • 143 citations
Economic forecasts and expectations : analyses of forecasting behavior and performance
1969 • 106 citations
Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance
1969 • 11 citations