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- W3123971431 abstract "This paper finds that the market betas of value and small stocks have decreased by about 75% in the second half of the twentieth century. The decline in beta can be related to a long-term improvement in economic conditions that made these companies less risky." @default.
- W3123971431 created "2021-02-01" @default.
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- W3123971431 date "2006-01-01" @default.
- W3123971431 modified "2023-09-30" @default.
- W3123971431 title "Where is beta going ? the riskiness of value and small stocks" @default.
- W3123971431 hasPublicationYear "2006" @default.
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