Behavior of Asset Prices .... ie, a higher probability of large price changes per period than the normal distribution would predict, and a higher density near zero (Fama and Miller, 1985). .... (2655 11 )
Uncertainity & Capital Budgeting .... 55E. F. Fama, and MH Miller, The Theory of Finance, 3rded. (Hinsdale, Illinois: The Dryden Press, 1990), 628. 56W. .... Fama, EF, and Miller. .... (8408 34 )