Market model corrected for generalized autoregressive conditional heteroscedasticity and the small firm effect
Asim K. Ghosh
| Year of publication: |
1992
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|---|---|
| Authors: | Ghosh, Asim K. |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 15.1992, 3, p. 277-283
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| Subject: | Börsenkurs | Share price | CAPM | Zeitreihenanalyse | Time series analysis | Betriebsgröße | Firm size | USA | United States | 1985-1989 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001143840