Work

An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk

Year: 1988

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1988.tb03941.x

Authors: K. C. CHAN, NAI‐FU CHEN

Institutions: University of Chicago, The Ohio State University, University of California, Berkeley

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2132490210

FWCI: 17.03

Cites: 32

Cited by: 245

Related to: 10