The effect of an asset's market weight on its beta: implications for international markets

Journal of Multinational Financial Management - Tập 13 - Trang 161-170 - 2003
Martin Lally1, Steve Swidler2
1School of Economics and Finance, Victoria University of Wellington, PO Box 600, Wellington, New Zealand
2Department of Finance, Auburn University, 303 Lowder Business School, Auburn University, Auburn, AL 36849-5245, USA

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