On the robustness of size and book-to-market in cross-sectional regressions
Year of publication: |
1997
|
---|---|
Authors: | Knez, Peter J. |
Other Persons: | Ready, Mark J. (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. 52.1997, 4, p. 1355-1382
|
Subject: | CAPM | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Betriebsgröße | Firm size | Theorie | Theory | Schätzung | Estimation | USA | United States | 1963-1990 |
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