Systematic risk, total risk and size as determinants of stock market returns

Author:

Lakonishok Josef,Shapiro Alan C.

Publisher

Elsevier BV

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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