Differences in the Risks and Returns of NYSE and NASD Stocks

Eugene F. Fama; Kenneth R. French; David G. Booth; Rex A. Sinquefield

doi:10.2469/faj.v49.n1.37

Abstract

(1993). Differences in the Risks and Returns of NYSE and NASD Stocks. Financial Analysts Journal: Vol. 49, No. 1, pp. 37-41.

Keywords

BusinessFinancial economicsEconomicsFinancial systemActuarial science

Related Publications

International Value and Growth Stock Returns

Carlo Capaul , Ian Rowley , William F. Sharpe

(1993). International Value and Growth Stock Returns. Financial Analysts Journal: Vol. 49, No. 1, pp. 27-36.

1993 Financial Analysts Journal 416 citations

Liquidity, Asset Prices and Financial Policy

Yakov Amihud , Haim Mendelson

(1991). Liquidity, Asset Prices and Financial Policy. Financial Analysts Journal: Vol. 47, No. 6, pp. 56-66.

1991 Financial Analysts Journal 237 citations

Book-To-Market across Firm Size, Exchange, and Seasonality: Is There an Effect?

Tim Loughran

Fama and French (1992) report that size and the book-to-market ratio capture the cross-sectional variation of average stock returns for the universe of NYSE, Amex, and Nasdaq se...

1997 Journal of Financial and Quantitative... 377 citations

Liquidity Risk and Expected Stock Returns

Ľuboš Pástor , Robert F. Stambaugh

This study investigates whether marketwide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the se...

2003 Journal of Political Economy 5468 citations

Fundamentals and Stock Returns in Japan

Louis K.C. Chan , Yasushi Hamao , Josef Lakonishok

ABSTRACT This paper relates cross‐sectional differences in returns on Japanese stocks to the underlying behavior of four variables: earnings yield, size, book to market ratio, a...

1991 The Journal of Finance 1345 citations

Publication Info

Year: 1993
Type: article
Volume: 49
Issue: 1
Pages: 37-41
Citations: 82
Access: Closed

External Links

View on DOI.org

Social Impact

Altmetric

Differences in the Risks and Returns of NYSE and NASD Stocks

PlumX Metrics

Social media, news, blog, policy document mentions

Citation Metrics

OpenAlex

Cite This

APA Style

                            
                                
                                    Eugene F. Fama, 
                                
                                    Kenneth R. French, 
                                
                                    David G. Booth
                                
                                et al.
                            
                            (1993). 
                            Differences in the Risks and Returns of NYSE and NASD Stocks. 
                            Financial Analysts Journal
                            , 49
                            (1)
                            , 37-41.
                            https://doi.org/10.2469/faj.v49.n1.37
                        

Identifiers

DOI: 10.2469/faj.v49.n1.37