An investigation into the extent of beta instability in the Singapore stock market

Pacific-Basin Finance Journal - Tập 6 - Trang 87-101 - 1998
Robert D. Brooks1, Robert W. Faff1, Mohamed Ariff2
1Department of Economics and Finance, Royal Melbourne Institute of Technology, GPO Box 2476V, Melbourne Victoria 3001, Australia
2Department of Finance and Banking, National University of Singapore, and Department of Economics and Finance, Royal Melbourne Institute of Technology, GPO Box 2476V, Melbourne, Victoria 3001, Australia

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Pacific-Basin Finance Journal

Tập 6

87-101

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