Hostname: page-component-7dd5485656-kp629 Total loading time: 0 Render date: 2025-10-30T06:35:31.716Z Has data issue: false hasContentIssue false
  • English
  • Français

Risk-Return Relationships in Regional Securities Markets

Published online by Cambridge University Press:  19 October 2009

Roger B. Upson  and
Paul F. Jessup
Get access Rights & Permissions [Opens in a new window]

Extract

This paper analyzes risk-return relationships in regional and national securities markets. Specifically, it presents methods and results of an investigation of simulated portfolios of common stocks traded on the Minnesota over-the-counter (OTC) market and the New York Stock Exchange (NYSE).

Information

Type
Investment Market Policy
Information
Journal of Financial and Quantitative Analysis , Volume 4 , Issue 5 , January 1970 , pp. 677 - 695
Copyright
Copyright © School of Business Administration, University of Washington 1970

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

[1]Archer, S. H., and D'Ambrosio, C. A., The Theory of Business Finance: A Book of Readings (New York: Macmillan, 1967).Google Scholar
[2]Breen, W., and Savage, J., “Portfolio Distributions and Tests of Security Selection Models,” The Journal of Finance, No. 23 (December 1968).CrossRefGoogle Scholar
[3]Cootner, P. H., ed. The Random Character of Stock Market Prices, rev. ed. (Cambridge, Mass.: Massachusetts Institute of Technology Press, 1964).Google Scholar
[4]Evans, J. L., and Archer, S. H., “Diversification and the Reduction of Dispersion: An Empirical Analysis,” The Journal of Finance, No. 23 (December 1968), pp. 761–767.CrossRefGoogle Scholar
[5]Fisher, L., and Lorie, J. H., “Rates of Return on Investments in Common Stocks,” The Journal of Business, No. 37 (January 1964), pp. 1–21.CrossRefGoogle Scholar
[6]Fisher, L., and Lorie, J. H., “Rates of Return on Investments in Common Stock: The Year–by–Year Record, 1926–65,” The Journal of Business, No. 41 (July 1968), pp. 291–316.CrossRefGoogle Scholar
[7]FriendI.; Hoffman, G. W.; and Winn, W. J. I.; Hoffman, G. W.; and Winn, W. J., The Over-the-Counter Securities Markets, (New York: McGraw-Hill, 1958).Google Scholar
[8]Lintner, J., “Security Prices, Risk, and Maximal Gains from Diversification,” The Journal of Finance, No. 20 (December 1965), pp. 587–615.CrossRefGoogle Scholar
[9]“Random Walk Hypothesis, a Special Issue,” Journal of Financial and Quantitative Analysis, No. 3 (September 1968).Google Scholar
[10]Smith, K. V., and Schreiner, J. C., “A Portfolio Analysis of Conglomerate Diversification,” The Journal of Finance, No. 24 (June 1969), pp. 413–427.CrossRefGoogle Scholar
[11]Soldofsky, R. M., and Biderman, R., “Yield-Risk Measurement of the Performance of Common Stocks,” Journal of Financial and Quantitative Analysis, No. 3 (March 1968), pp. 59–74.CrossRefGoogle Scholar