Abstract–A Canonical Analysis of Market Return-Risk and Financial Characteristics of Industrial Firms

Rodney L. Roenfeldt and Philip L. Cooley

Journal of Financial and Quantitative Analysis, 1975, vol. 10, issue 4, 655-655

Abstract: Market return and risk should be jointly considered in any investment decision. In an effort to examine some of the underlying components of market excess return and risk, the relationship between these two measures and firm financial characteristics is analyzed. Since both market return and risk are considered simultaneously in an investment decision, they are also simultaneously related to firm financial characteristics using canonical correlation analysis.

Date: 1975
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