Risk-Return Relationships in Regional Securities Markets
Roger B. Upson and
Paul F. Jessup
Journal of Financial and Quantitative Analysis, 1970, vol. 4, issue 5, 677-695
Abstract:
This paper analyzes risk-return relationships in regional and national securities markets. Specifically, it presents methods and results of an investigation of simulated portfolios of common stocks traded on the Minnesota over-the-counter (OTC) market and the New York Stock Exchange (NYSE).
Date: 1970
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Persistent link: https://EconPapers.repec.org/RePEc:cup:jfinqa:v:4:y:1970:i:05:p:677-695_01
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