On the cross-sectional relation between expected returns, betas, and size
Year of publication: |
1999
|
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Authors: | Grauer, Robert R. |
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. 54.1999, 2, p. 773-789
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Betafaktor | Beta risk | USA | United States | 1926-1989 |
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