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Does beta move with news? : systematic risk and firm-specific information flows

Andrew J. Patton

Publication Data

Title Does beta move with news? : systematic risk and firm-specific information flows
Author Andrew J. Patton
Contributors Michela Verardo, Michela Verardo
Publisher Financial Markets Group
Publication date 2009
Publication location London
Language English

Topics

Capital assets pricing model
Financial risk management
Stocks

Catalogue Data

OBNB ID GBB074781
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6322

ISBD

P1053 60 p.
P1042 Includes bibliographical references.

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Does beta move with news? : systematic risk and firm-specific information flows by Andrew J. Patton. Published by Financial Markets Group in 2009. Publication and catalogue information, links to buy online and reader comments.