Author:
Lakonishok Josef,Shapiro Alan C.
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. The relationship between return and market value of common stock;Banz;Journal of Financial Economics,1981
2. Residual risk, firm size and returns for NYSE common stocks: Some empirical evidence;Basu,1982
3. The capital asset pricing model: Some empirical results;Black,1972
4. The effects of dividend yield and dividend policy on common stock prices and returns;Black;Journal of Financial Economics,1974
5. Risk, return, and equilibrium: Empirical tests;Fama;Journal of Political Economy,1973
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155 articles.
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