The Determinants of Systematic Risk: A Synthesis |
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| Authors: | Carolyn M. Callahan Rosanne M. Mohr |
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| Affiliation: | University of Massachusetts, Amherst, MA 01003.;Portland State University, Portland, OR 97207. |
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| Abstract: | This paper contains a review and synthesis of the theoretical research that has examined the corporate determinats of systematic risk (beta). By delineating the underlying assumptions and by using a consistent notation to summarize the research results, this review is designed to facilitate the beta assessment efforts of financial managers, investment analysts, and academic researchers. |
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