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Volumn 23, Issue 3, 2000, Pages 245-260

Beta, size, risk, and return

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Indexed keywords


EID: 0042355648     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2000.tb00742.x     Document Type: Article
Times cited : (12)

References (12)
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  • 2
    • 84944839345 scopus 로고
    • Differential information and performance measurement using a security market line
    • Dybvig, P. H. and S. A. Ross, 1985, Differential information and performance measurement using a security market line, Journal of Finance 40, 383–99.
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    • Dybvig, P.H.1    Ross, S.A.2
  • 3
    • 84977737676 scopus 로고
    • Cross-sections of stock returns
    • Fama, E. F. and K. French, 1992, Cross-sections of stock returns, Journal of Finance 47, 427–65.
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    • Fama, E.F.1    French, K.2
  • 4
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    • Common risk factors in the returns on stocks and bonds
    • Fama, E. F. and K. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3–56.
    • (1993) Journal of Financial Economics , vol.33 , pp. 3-56
    • Fama, E.F.1    French, K.2
  • 5
    • 84993845943 scopus 로고
    • Size and book-to-market factors in earnings and returns
    • Fama, E. F. and K. French, 1995, Size and book-to-market factors in earnings and returns, Journal of Finance 50, 131–55.
    • (1995) Journal of Finance , vol.50 , pp. 131-155
    • Fama, E.F.1    French, K.2
  • 6
    • 11544342489 scopus 로고    scopus 로고
    • Value versus growth: The international evidence
    • Fama, E. F. and K. French, 1998, Value versus growth: The international evidence, Journal of Finance 50, 1975–99.
    • (1998) Journal of Finance , vol.50 , pp. 1975-1999
    • Fama, E.F.1    French, K.2
  • 7
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    • Risk, return and equilibrium: Empirical tests
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    • Fama, E.F.1    MacBeth, J.2
  • 8
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    • On the robustness of size and book-to-market in cross-sectional regressions
    • Knez, P. J. and M. J. Ready, 1997, On the robustness of size and book-to-market in cross-sectional regressions, Journal of Finance 52, 1355–82.
    • (1997) Journal of Finance , vol.52 , pp. 1355-1382
    • Knez, P.J.1    Ready, M.J.2
  • 9
    • 84911608997 scopus 로고
    • Equilibrium in an imperfect market: A constraint on the number of securities in the portfolio
    • Levy, H., 1978, Equilibrium in an imperfect market: A constraint on the number of securities in the portfolio, American Economic Review 68, 643–58.
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  • 10
    • 0003114587 scopus 로고
    • The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets
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  • 11
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    • An empirical investigation of the arbitrage pricing theory
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  • 12
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under conditions of risk
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.