haku: @indexterm FINANCIAL RISK / yhteensä: 628
viite: 50 / 628
| Tekijä: | Downs, T. W. Ingram, R. W. |
| Otsikko: | Beta, size, risk, and return |
| Lehti: | Journal of Financial Research
2000 : FALL, VOL. 23:3, p. 245-260 |
| Asiasana: | Financial risk Stock returns Investment analysis Capital asset pricing |
| Kieli: | eng |
| Tiivistelmä: | The authors relate the cross-section of stock returns to firm size, beta, and total risk. They find that as extreme monthly security returns are censored from the data, the significance level decreases rapidly for the size variable and increases for beta and total risk. |
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