Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions

• 1 September 1977
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 32  (4) , 1093-1099
• https://doi.org/10.2307/2326515

Abstract

Keywords

• BULL
• STABILITY TESTS
• BEAR MARKET
• MARKET CONDITIONS
• TESTS FOR ALPHAS
• BETAS