On the Interaction Between Firm Level Variables, the CAPM Beta, and Stock Returns

On the Interaction Between Firm Level Variables, the CAPM Beta, and Stock Returns

In Chapter 1, I conduct a theoretical study of how horizontal industry concentration affects a firm’s market capitalization and systematic risk. I first develop a method for incorporating an equilibrium theory of the firm, drawn from industrial organization, into a single period version of the Capit...

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Bibliographic Details
Main Author: Panattoni, Laura Elizabeth
Format: Others
Published: 2009
Online Access:https://thesis.library.caltech.edu/5127/1/Laura_Thesis_ETD.pdf
Panattoni, Laura Elizabeth (2009) On the Interaction Between Firm Level Variables, the CAPM Beta, and Stock Returns. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/S0KZ-YT84. https://resolver.caltech.edu/CaltechETD:etd-12222008-133422 <https://resolver.caltech.edu/CaltechETD:etd-12222008-133422>

Internet

https://thesis.library.caltech.edu/5127/1/Laura_Thesis_ETD.pdf
Panattoni, Laura Elizabeth (2009) On the Interaction Between Firm Level Variables, the CAPM Beta, and Stock Returns. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/S0KZ-YT84. https://resolver.caltech.edu/CaltechETD:etd-12222008-133422 <https://resolver.caltech.edu/CaltechETD:etd-12222008-133422>

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