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Low and high frequency macroeconomic forces in asset pricing
Bjornson, Bruce, (1999)
The premium for default risk in stock returns
Shumway, Tyler, (1996)
Market model corrected for generalized autoregressive conditional heteroscedasticity and the small firm effect
Ghosh, Asim K., (1992)
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)
Financial investment opportunities and the macroeconomy
Chen, Nai-fu, (1991)