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THE RELATION BETWEEN THE RETURN INTERVAL AND BETAS - IMPLICATIONS FOR THE SIZE EFFECT
被引:91
作者
:
HANDA, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
HANDA, P
KOTHARI, SP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
KOTHARI, SP
WASLEY, C
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
WASLEY, C
机构
:
[1]
UNIV ROCHESTER,ROCHESTER,NY 14627
[2]
WASHINGTON UNIV,ST LOUIS,MO 63130
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1989年
/ 23卷
/ 01期
关键词
:
D O I
:
10.1016/0304-405X(89)90006-8
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:79 / 100
页数:22
相关论文
共 22 条
[1]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[2]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[3]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
BROWN, P
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KLEIDON, AW
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
MARSH, TA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
: 33
-
56
[4]
AN UNCONDITIONAL ASSET-PRICING TEST AND THE ROLE OF FIRM SIZE AS AN INSTRUMENTAL VARIABLE FOR RISK
CHAN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHAN, KC
CHEN, NF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHEN, NF
[J].
JOURNAL OF FINANCE,
1988,
43
(02)
: 309
-
325
[5]
CHOW K, 1983, ECONOMETRICS
[6]
FRICTION IN THE TRADING PROCESS AND THE ESTIMATION OF SYSTEMATIC-RISK
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
COHEN, KJ
HAWAWINI, GA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
HAWAWINI, GA
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
MAIER, SF
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
WHITCOMB, DK
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(02)
: 263
-
278
[7]
DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3
[8]
RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
FAMA, EF
MACBETH, JD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
MACBETH, JD
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
: 607
-
636
[9]
MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
GIBBONS, MR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(01)
: 3
-
27
[10]
Jensen M. C., 1972, CAPITAL ASSET PRICIN
←
1
2
3
→
共 22 条
[1]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[2]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[3]
NEW EVIDENCE ON THE NATURE OF SIZE-RELATED ANOMALIES IN STOCK-PRICES
BROWN, P
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
BROWN, P
KLEIDON, AW
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KLEIDON, AW
MARSH, TA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
MARSH, TA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
: 33
-
56
[4]
AN UNCONDITIONAL ASSET-PRICING TEST AND THE ROLE OF FIRM SIZE AS AN INSTRUMENTAL VARIABLE FOR RISK
CHAN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHAN, KC
CHEN, NF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
CHEN, NF
[J].
JOURNAL OF FINANCE,
1988,
43
(02)
: 309
-
325
[5]
CHOW K, 1983, ECONOMETRICS
[6]
FRICTION IN THE TRADING PROCESS AND THE ESTIMATION OF SYSTEMATIC-RISK
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
COHEN, KJ
HAWAWINI, GA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
HAWAWINI, GA
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
MAIER, SF
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10006
WHITCOMB, DK
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(02)
: 263
-
278
[7]
DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3
[8]
RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
FAMA, EF
MACBETH, JD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
MACBETH, JD
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
: 607
-
636
[9]
MULTIVARIATE TESTS OF FINANCIAL MODELS - A NEW APPROACH
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
GIBBONS, MR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(01)
: 3
-
27
[10]
Jensen M. C., 1972, CAPITAL ASSET PRICIN
←
1
2
3
→