An investigation into the extent of beta instability in the Singapore stock market
Pacific Basin Finance Journal
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2013
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sg-nus-scholar.10635-452282015-01-12T15:35:19Z An investigation into the extent of beta instability in the Singapore stock market Brooks, R.D. Faff, R.W. Ariff, M. FINANCE & ACCOUNTING Beta G12 Varying parameter models Pacific Basin Finance Journal 6 1-2 87-101 PBFJE 2013-10-11T08:14:43Z 2013-10-11T08:14:43Z 1998 Article Brooks, R.D.,Faff, R.W.,Ariff, M. (1998). An investigation into the extent of beta instability in the Singapore stock market. Pacific Basin Finance Journal 6 (1-2) : 87-101. ScholarBank@NUS Repository. 0927538X http://scholarbank.nus.edu.sg/handle/10635/45228 NOT_IN_WOS Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| topic |
Beta G12 Varying parameter models |
| spellingShingle |
Beta G12 Varying parameter models Brooks, R.D. Faff, R.W. Ariff, M. An investigation into the extent of beta instability in the Singapore stock market |
| description |
Pacific Basin Finance Journal |
| author2 |
FINANCE & ACCOUNTING |
| author_facet |
FINANCE & ACCOUNTING Brooks, R.D. Faff, R.W. Ariff, M. |
| format |
Article |
| author |
Brooks, R.D. Faff, R.W. Ariff, M. |
| author_sort |
Brooks, R.D. |
| title |
An investigation into the extent of beta instability in the Singapore stock market |
| title_short |
An investigation into the extent of beta instability in the Singapore stock market |
| title_full |
An investigation into the extent of beta instability in the Singapore stock market |
| title_fullStr |
An investigation into the extent of beta instability in the Singapore stock market |
| title_full_unstemmed |
An investigation into the extent of beta instability in the Singapore stock market |
| title_sort |
investigation into the extent of beta instability in the singapore stock market |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/45228 |
| _version_ |
1681083036964225024 |