Time Stationarity of Systematic Risk: Some Australian Evidence

Robert W. Faff^*, John H.H. Lee, Tim R.L. Fry

^*Corresponding author for this work

Research output: Contribution to journal › Article › Research › peer-review

54 Citations (Scopus)

Original language	English
Pages (from-to)	253-270
Number of pages	18
Journal	Journal of Business Finance & Accounting
Volume	19
Issue number	2
DOIs	https://doi.org/10.1111/j.1468-5957.1992.tb00623.x
Publication status	Published - Jan 1992
Externally published	Yes

Access to Document

@article{7dbc9c32974f4bf5a18855154d1dfc7a,

title = "Time Stationarity of Systematic Risk: Some Australian Evidence",

author = "Faff, {Robert W.} and Lee, {John H.H.} and Fry, {Tim R.L.}",

year = "1992",

month = jan,

doi = "10.1111/j.1468-5957.1992.tb00623.x",

language = "English",

volume = "19",

pages = "253--270",

journal = "Journal of Business Finance & Accounting",

issn = "0306-686X",

publisher = "Wiley-Blackwell",

number = "2",

}

TY - JOUR

T1 - Time Stationarity of Systematic Risk: Some Australian Evidence

AU - Faff, Robert W.

AU - Lee, John H.H.

AU - Fry, Tim R.L.

PY - 1992/1

Y1 - 1992/1

UR - http://www.scopus.com/inward/record.url?scp=85015665736&partnerID=8YFLogxK

U2 - 10.1111/j.1468-5957.1992.tb00623.x

DO - 10.1111/j.1468-5957.1992.tb00623.x

M3 - Article

AN - SCOPUS:85015665736

SN - 0306-686X

VL - 19

SP - 253

EP - 270

JO - Journal of Business Finance & Accounting

JF - Journal of Business Finance & Accounting

IS - 2

ER -