Talk:Fama-MacBeth regression

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[edit] Potential References

Risk, Return, and Equilibrium: Empirical Tests. By: Fama, Eugene F.; MacBeth, James D.. Journal of Political Economy, May/Jun73, Vol. 81 Issue 3, p607, 30p, 5 charts; (AN 5053912)

"This paper tests the relationship between average return and risk for New York Stock Exchange common stocks. "Beckyam 03:13, 2 November 2006 (UTC)