On computing mean returns and the small firm premium
- 30 November 1983
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 12 (3) , 371-386
- https://doi.org/10.1016/0304-405x(83)90055-7
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- Biases in computed returnsJournal of Financial Economics, 1983
- Vas Ist Das?The Journal of Portfolio Management, 1983
- Portfolio strategies based on market capitalizationThe Journal of Portfolio Management, 1983
- A Direct Test of Roll's Conjecture on the Firm Size EffectThe Journal of Finance, 1982
- A Possible Explanation of the Small Firm EffectThe Journal of Finance, 1981
- The Risk-Return Relationship and Stock PricesJournal of Financial and Quantitative Analysis, 1979
- Unbiased Estimators of Long-Run Expected Rates of ReturnJournal of the American Statistical Association, 1974
- Price, Beta, and Exchange ListingThe Journal of Finance, 1973
- Statistical Biases and Security Rates of ReturnJournal of Financial and Quantitative Analysis, 1971
- Market Making and Reversal on the Stock ExchangeJournal of the American Statistical Association, 1966