Malaysian Stock Exchange / Kuala Lumpur Stock Exchange / Bursa Malaysia / /
Country
Australia / Malaysia / United States / / /
Facility
Economic Edith Cowan University / Birkbeck College / /
MarketIndex
KLCI / /
Organization
Congress / Edith Cowan University / Department of Management / American Statistical Association / Imbarine Bujang School of Accounting / Birkbeck College / London / /
Person
David E. Allen / Kenneth French / Where / /
Position
Rt / HB / Professor / / /
PublishedMedium
Journal of Financial and Quantitative Analysis / Journal of Finance / Journal of the American Statistical Association / /
Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests