A Synthesis of Theoretical Relationship between Systematic Risk and Financial and Accounting Variables

Edward R. Lawrence; Suchismita Mishra; Arun J Prakash

A Synthesis of Theoretical Relationship between Systematic Risk and Financial and Accounting Variables

Authors

Edward R. Lawrence University of Nebraska, Lincoln
Suchismita Mishra Florida International University, Miami
Arun J Prakash Florida International University, Miami

Abstract

In this paper we summarize the theoretical relationship between beta, the measure of relative systematic risk on one hand and financial and accounting variables, such as leverage, size, growth in earnings, capital adequacy etc. The purpose is to bring together a comprehensive treatise of these relationships.

Additional Files

Published

02-06-2004

How to Cite

Lawrence, E. R., Mishra, S., & Prakash, A. J. (2004). A Synthesis of Theoretical Relationship between Systematic Risk and Financial and Accounting Variables. International Journal of Banking and Finance, 2(1), 19–27. Retrieved from https://e-journal.uum.edu.my/index.php/ijbf/article/view/8342