The Cross‐Section of Expected Stock Returns Verified PDF
经济金融
全球高被引研究（被引 15,108 次，发表于 1992）。 ABSTRACT Two easily measured variables, size and book‐to‐market equity, combine to capture the cross‐sectional variation in average stock returns associated with market β , size, leverage, book‐to‐market equity, and earn…
Costs 3 points | 64 downloads | 2026-06-09 | Submitted by admin
You May Also Like
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels PDF
- Development of the World Health Organization WHOQOL-BREF Qualit… PDF
- Local Indicators of Spatial Association—LISA PDF
- Illiquidity and stock returns: cross-section and time-series ef… PDF
- Multifactor Explanations of Asset Pricing Anomalies PDF
- Distribution of the Estimators for Autoregressive Time Series w… PDF
Comments (0)
No comments yet. Be the first!
Log in to join the discussion