Keywords: Risk‐return relationship
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Journal Articles
Journal Articles
Studies in Economics and Finance (2012) 29 (2): 89–104.
Published: 01 June 2012
... cross‐sectional regressions, the paper assesses whether excess return on a security is directly proportional to the security's beta. The paper also incorporates the total variance of securities and the squared value of beta to capture idiosyncratic risk and the nonlinear riskreturn relationship...

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