Related Books

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
Language: en
Pages:
Authors: Kent D. Daniel
Categories:
Type: BOOK - Published: 2011 - Publisher:

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Firm sizes and book-to-market ratios are both highly correlated with the average returns of common stocks. Fama and French (1993) argue that the association bet
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
Language: en
Pages: 38
Authors:
Categories: Corporations
Type: BOOK - Published: 1996 - Publisher:

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Abstract: Firm size and book-to-market ratios are both highly correlated with the returns of common stocks. Fama and French (1993) have argued that the associat
Evidence on the Characteristic of Cross Sectional Variation in Stock Returns
Language: en
Pages: 38
Authors:
Categories:
Type: BOOK - Published: 1996 - Publisher:

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Cross Sectional Variation of Stock Returns and Return Volatility
Language: en
Pages: 268
Authors: Xiaotong Wang
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Cross-Sectional Variation in Stock Returns
Language: en
Pages: 51
Authors: Matthew I. Spiegel
Categories:
Type: BOOK - Published: 2006 - Publisher:

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The roles played by idiosyncratic risk and liquidity in determining stock returns have recently received a great deal of attention. However, recent empirical te