An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk
Year of publication: |
1988
|
---|---|
Authors: | Chan, K. C. |
Other Persons: | Chen, Nai-fu (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 43.1988, 2, p. 309-325
|
Subject: | CAPM | Börsenkurs | Share price | Betriebsgröße | Firm size | USA | United States | 1949-1983 |
-
Low and high frequency macroeconomic forces in asset pricing
Bjornson, Bruce, (1999)
-
The premium for default risk in stock returns
Shumway, Tyler, (1996)
-
Ghosh, Asim K., (1992)
- More ...
-
An exploratory investigation of the firm size effect
Chan, K. C., (1985)
-
An exploratory investigation of the firm size effect
Chan, K. C., (1985)
-
Structural and return characteristics of small and large firms
Chan, K. C., (1991)
- More ...