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This paper examines the risks and returns of venture capital investments using the Fama–French (Journal of Financial Economics, 1993; 33: 3) factor model and cash flow data. In doing so, this paper extends the single‐stage generalized method of moments (GMM) estimation approach proposed by Driessen et al. (Journal of Financial and Quantitative Analysis, 2012; 47: 511) to iterative GMM estimation by...
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