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A Synthesis of Theoretical Relationship between Systematic Risk and Financial and Accounting Variables

Lawrence, Edward R. and Mishra, Suchismita and Prakash, Arun J (2004) A Synthesis of Theoretical Relationship between Systematic Risk and Financial and Accounting Variables. International Journal of Banking and Finance (IIJBF), 2. pp. 19-27. ISSN 1675-7227

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Abstract

In this paper we summarize the theoretical relationship between beta, the measure of relative systematic risk on one hand and financial and accounting variables, such as leverage, size, growth in earnings, capital adequacy etc. The purpose is to bring together a comprehensive treatise of these relationships.

Item Type: Article
Subjects: H Social Sciences > HG Finance
Divisions: School of Economics, Finance & Banking
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 01 Nov 2018 01:21
Last Modified: 01 Nov 2018 01:21
URI: https://repo.uum.edu.my/id/eprint/25109

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