Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleThe Varying Risk Market Model: A Reexamination Based On Heteroskedastic Conditions and Other Statistical Robustness Tests.AuthorsGraham, J. Edward; Saporoschenko, AndrewAbstractPresents information on a study which investigated the ability of the varying risk market model to capture differences in abnormal returns and sytematic risk between bull and bear markets. Methodology; Results and discussion.SubjectsSTOCK exchanges; MARKETSPublicationQuarterly Journal of Business & Economics, 1999, Vol 38, Issue 1, p25ISSN0747-5535Publication typeArticle