Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression

James Ohlson and Barr Rosenberg

The Journal of Business, 1982, vol. 55, issue 1, 121-45

Date: 1982
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Working Paper: Systematic Risk of the CRSP Equal- Weighted Common Stock Index: A History Estimated by Stochastic- Parameter Regression (1978)
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