Graduate School of Business, University of Chicago. This research was supported by a grant from the National Science Foundation. The comments of F. Black, N. Gonedes, W. Sharpe, and A. Zellner are gratefully acknowledged.
A NOTE ON THE MARKET MODEL AND THE TWO-PARAMETER MODEL
Article first published online: 30 APR 2012
1973 The American Finance Association
The Journal of Finance
Volume 28, Issue 5, pages 1181–1185, December 1973
How to Cite
Fama, E. F. (1973), A NOTE ON THE MARKET MODEL AND THE TWO-PARAMETER MODEL. The Journal of Finance, 28: 1181–1185. doi: 10.1111/j.1540-6261.1973.tb01449.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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