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- catalog abstract "No arbitrage option pricing theory and the efficient market hypothesis predict that firms with higher financial leverage should have higher equity betas, all else equal. This paper finds little support in the data for this prediction. Within industry, there is large cross sectional variation in financial leverage. However, firms with high (low) financial leverage do not necessarily have high (low) equity beats. In fact, the relationship between equity beta and financial leverage.".
- catalog contributor b12944754.
- catalog contributor b12944755.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description "Includes bibliographical references.".
- catalog description "No arbitrage option pricing theory and the efficient market hypothesis predict that firms with higher financial leverage should have higher equity betas, all else equal. This paper finds little support in the data for this prediction. Within industry, there is large cross sectional variation in financial leverage. However, firms with high (low) financial leverage do not necessarily have high (low) equity beats. In fact, the relationship between equity beta and financial leverage.".
- catalog extent "10, [27] p. :".
- catalog isPartOf "Working paper (Harvard Business School. Division of Research) ; 03-045.".
- catalog isPartOf "Working paper / Division of Research, Harvard Business School ; 03-045".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "[Boston] : Division of Research, Harvard Business School,".
- catalog title "Do equity covariances reflect financial leverage? / Peter Hecht.".
- catalog type "text".