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Showing 1 to 3 of 3 for “"accounting beta"”.

  1. Multifactor return model based on interim financial statements

    … factors. The company factor is composed of one accounting return measure (profitability) and five accounting risk measures (accounting beta, operating leverage, financial leverage, dividend covariability, and cash flow beta). These variables are included as individual regressors in the return …

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  2. Measurement of SME risk and its relationship with SME operating characteristics: An empirical study in Malaysia

    … examined in this thesis, viz. the pure-play (PP) beta, accounting beta and two probability of survival models (1 & 2). These models noted in prior research are tractable within the constraints of data typically available for SMEs and are present in the SSM database. A selection of SME …

    waikato-masters Repository record for Measurement of SME risk and its relationship with SME operating characteristics: An empirical study in Malaysia (opens in a new tab)