Further Evidence on the Risk-Return Relationship

2002

52 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6242533152c70486ff4a38e47493dadb9b355d70

Citations in the corpus

• An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors (2001, unknown): “Black 1993; Amihud, Christensen & Mendelson 1993; Harris & Marston 1994; Kim 1995; Kothari, Shanken & Sloan 1995; Grundy & Malkiel 1996; Clare, Priestley & Thomas 1997, 1998; Loughran 1997; Howton & Peterson 1998; Shumway & Warther 1999).”
• A simple test of the Fama and French model using daily data: Australian evidence (2004, unknown): “raised by Amihud et al. (1993) and Kothari et al. (1995), is the potential for a survivorship bias to partially explain the”