An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1988.tb03941.x/fullpdf
Reference37 articles.
1. The Relationship between Return and Market Value of Common Stocks;Banz;Journal of Financial Economics,1981
2. Capital Market Equilibrium with Restricted Borrowing;Black;Journal of Business,1973
3. On the Assessment of Risk;Blume;Journal of Finance,1971
4. Biases in Computed Returns, an Application to the Size Effect;Blume;Journal of Financial Economics,1983
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