Differences in the Risks and Returns of NYSE and NASD Stocks
Financial Analysts JournalPublished 1 January 1993
Eugene F. Fama, Kenneth R. French, David G. Booth, Rex A. Sinquefield
Citations83
SJR quartileQ1
SJR score2.15
SNIP2.04
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
Abstract
(1993). Differences in the Risks and Returns of NYSE and NASD Stocks. Financial Analysts Journal: Vol. 49, No. 1, pp. 37-41.
Keywords
Economics, Econometrics and Finance
The Journal of FinanceThe Cross‐Section of Expected Stock Returns
15,095 Citations1992Eugene F. Fama, Kenneth R. French
Journal of Economic TheoryThe arbitrage theory of capital asset pricing
7,152 Citations1976Stephen A. Ross
The Journal of FinanceStructural and Return Characteristics of Small and Large Firms
820 Citations1991Kevin C. Chan, Nai‐Fu Chen
The Journal of FinanceSample‐Dependent Results Using Accounting and Market Data: Some Evidence
265 Citations1986Rolf W. Banz, William J. Breen