Los puntos clave no están disponibles para este artículo en este momento.
Keith C. Brown, W. V. Harlow, Seha M. Tinic, The Risk and Required Return of Common Stock following Major Price Innovations, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 1 (Mar., 1993), pp. 101-116
Brown et al. (Mon,) studied this question.