The Relationship Between Accounting Variables and Systematic Risk and the Prediction of Systematic Risk

A. D. Castagna and Z. P. Matolcsy
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Z. P. Matolcsy: Department of Finance, University of New South Wales and Department of Financial and Quantitative Studies, Kuring-gai College of Advanced Education. The authors acknowledge the helpful comments of George Foster and Joe Winsen, and the programming assistance of Clarke Gerber. The financial support of the Special Projects Grant of the Commerce Faculty, University of New South Wales, is gratefully acknowledged. All errors and omission are the responsibility of the authors.

Australian Journal of Management, 1978, vol. 3, issue 2, 113-126

Abstract: This paper conducts several tests of association between accounting information and the systematic risks of firm's equities. It also evaluates several models of the prediction of systematic risk from past rate-of-return information.

Keywords: ACCOUNTING; FINANCIAL STATEMENTS; RISK; STOCK MARKET PRICES (search for similar items in EconPapers)
Date: 1978
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:sae:ausman:v:3:y:1978:i:2:p:113-126

DOI: 10.1177/031289627800300201

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