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Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth

Journal of Political Economy, 1973. DOI 10.1086/260061

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 with no outcome recorded.

Reproductions

• Fama MacBeth 1973: Reproduction, extension, robustification, Bailer & Martin (2007). No outcome recorded. View paper

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