Does Market Risk Really Explain the Size Effect?

Authors
Narasimhan Jegadeesh
Citation
Narasimhan Jegadeesh, Does Market Risk Really Explain the Size Effect?, Journal of financial and quantitative analysis, 27(03), 1992, pp. 337
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
03
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:03<337:DMRRET>2.0.ZU;2-6