Does a Small Firm Effect Exist when Using the CAPM? Not Since 1980 and Not when Using Geometric Means of Historical Returns

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American Society of Appraisers Business Valuation Review™
Fall 1999 Volume 18, Issue 3 pp. 104-111
Ian Gray
Brian C. Becker, Ph.D.
Does a Small Firm Effect Exist when Using the CAPM? Not Since 1980 and Not when Using Geometric Means of Historical Returns
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