Risk aversion, market segmentation, and the firm size effect : some empirical evidence
Year of publication: |
1998
|
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Authors: | Chen, Carl R. ; Lin, James Wuh |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 5.1998, p. 235-252
|
Subject: | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Betriebsgröße | Firm size | CAPM | Marktsegmentierung | Market segmentation | Schätzung | Estimation | USA | United States | 1963-1992 |
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