A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

B-Tier

Journal: Journal of Banking & Finance

Year: 1997

Volume: 21

Issue: 2

Pages: 197-219

Authors (3)

Brooks, Robert D. (Monash University) Faff, Robert W. (University of Queensland) Yew, Kee Ho (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count