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      On computing mean returns and the small firm premium

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      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          The relationship between return and market value of common stocks

          Rolf W. Banz (1981)
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            Estimating betas from nonsynchronous data

            Myron Scholes, Joseph Williams (1977)
            Article 0 comments Cited 253 times – based on 0 reviews     Review now
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              Capital Market Equilibrium with Restricted Borrowing

              Fischer Black (1972)
              Article 0 comments Cited 209 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: November 1983
                Publication date (Print): November 1983
                Volume: 12
                Issue: 3
                Pages: 371-386
                Article
                DOI: 10.1016/0304-405X(83)90055-7
                SO-VID: 4456f975-2742-432a-9fe4-d9887815f272
                Copyright © © 1983
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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