An Empirical Examination of the Required Number of Leading and Lagged Terms in Estimating the Dimson Beta: An Updated Analysis

Bernard Bollen, Robert D Brooks, Robert W Faff

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)23 - 30
    Number of pages8
    JournalAccounting, Accountability & Performance
    Issue number1
    Publication statusPublished - 2001

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