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THE TELESCOPIC EFFECT OF PAST RETURN REALIZATIONS ON EX-POST BETA ESTIMATES |
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| Authors: | Lawrence Kryzanowski Minh Chau To |
| Institution: | Concordia University;Universitédu Québec àMontréal. The authors gratefully acknowledge helpful comments provided by the members of the joint-Ph.D. Advance Finance seminar held at McGill University during the Spring Term of 1981. They also are grateful to G. S. Roberts, J. Hatch, and the anonymous referees of The Review;for commenting on earlier versions of this paper. |
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