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July 1, 1984Financial Analysts Journal

Stock Returns, Beta, Variance and Size: An Empirical Analysis

Josef Lakonishok Alan C. Shapiro

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Abstract

(1984). Stock Returns, Beta, Variance and Size: An Empirical Analysis. Financial Analysts Journal: Vol. 40, No. 4, pp. 36-41.

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Lakonishok et al. (1984) studied this question.

synapsesocial.com/papers/6a3316f0f24f60c783a73237 https://doi.org/10.2469/faj.v40.n4.36

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