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

James Ohlson and Barr Rosenberg.
Authors registered in the RePEc Author Service: James Ohlson

No 71, Research Program in Finance Working Papers from University of California at Berkeley

Date: 1978-07-01
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Journal Article: Systematic Risk of the CRSP Equal-weighted Common Stock Index: A History Estimated by Stochastic-Parameter Regression (1982)
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