to achieve the optimal model for capital asset pricing has always been a central issue in studies of the financial field. in this study we consider fama and french three-factor model augmented by the pastor and stambaugh (2003) liquidity risk factor. unlike most previous studies in this model, stock level beta is allowed to vary with firm-level size and book-to-market value. to verify the above...

low density lipoprotein (ldl) subclass pattern b is characterized by predominance of small dense ldl. subjects with pattern b tend to have higher triglyceride (tg) and lower levels of high density lipoprotein cholesterol (hdl-c). small dense ldl is associated with increased risk of coronary disease. in this study, effect of non-insulin dependent diabetes mellitus (niddm) on ldl size, plasma tg ...