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  • The Determinants of Systematic Risk: A Firm Lifecycle Perspective 

    Saravia, Jimmy; Garcia, Carlos; Almonacid, Paula (Universidad EAFIT; Escuela de Economía y Finanzas, 2016-12-12)
    This paper investigates how of systematic risk varies over the lifecycle of the firm. If market equity beta is determined by firm characteristics as the literature on the determinants of systematic risk holds, and if those ...