English, Article, Journal or magazine article edition: Where is beta going ? the riskiness of value and small stocks Franzoni, Francesco

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Bookmark: http://trove.nla.gov.au/version/22827
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Where is beta going ? the riskiness of value and small stocks
Author
  • Franzoni, Francesco
Physical Description
  • preprint
Notes
  • This paper finds that the market betas of value and small stocks have decreased by about 75% in the second half of the twentieth century. The decline in beta can be related to a long-term improvement in economic conditions that made these companies less risky.
  • value; stocks; beta; risk; financial market
  • RePEc:ebg:heccah:0829
Language
  • English
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