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Estimates of Smallstock Betas Are Much Too Low

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Bibliographic Details
Published in:Journal of portfolio management 1997-07, Vol.23 (4), p.104-111
Main Authors: Ibbotson, Roger G., Kaplan, Paul D., Peterson, James D.
Format: Article
Language:English
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ISSN:0095-4918
2168-8656
DOI:10.3905/jpm.1997.409621