Time aggregation, coefficient of determination and systematic risk of the market model
By: Cheng F. Lee and Kimio Morimune
Contributors: Morimune, Kimio, joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers -- no. 416; Faculty working papers -- no. 416.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1977
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 16
Notes: Includes bibliographical references (leaves 15-16).