Industry costs of equity

Author:

Fama Eugene F.,French Kenneth R.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. Nonnormalities and tests of asset pricing theories;Affleck-Graves;Journal of Finance,1989

2. Non-stationary expected returns: Implications for tests of market efficiency and serial correlation of returns;Ball;Journal of Financial Economics,1989

3. Shrinkage estimation of price and promotional elasticities: Seemingly unrelated equation;Blattberg;Journal of the American Statistical Association,1991

4. Arbitrage pricing and utility stock returns;Bower;Journal of Finance,1984

5. Application of the Fama-French model to utility stocks;Bower;Financial Markets, Institutions and Instruments,1994

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