RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS

被引：6226

作者：

FAMA, EF ^{[1
]}

MACBETH, JD ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF POLITICAL ECONOMY | 1973年 / 81卷 / 03期

关键词：

D O I：

10.1086/260061

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：607 / 636

页数：30

共 29 条

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[8] RISK, RETURN, AND EQUILIBRIUM [J].

FAMA, EF .

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[10] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

JOURNAL OF BUSINESS, 1965, 38 (01) :34-105

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