Estimates of Smallstock Betas Are Much Too Low

• 31 July 1997
• journal article
• Published by With Intelligence LLC in The Journal of Portfolio Management
• Vol. 23  (4) , 104-111
• https://doi.org/10.3905/jpm.1997.409621

Abstract

Keywords

• ESTIMATES OF SMALLSTOCK BETAS
• BETAS ARE MUCH TOO LOW