Dies ist eine Übersichtsseite mit Metadaten zu dieser wissenschaftlichen Arbeit. Der vollständige Artikel ist beim Verlag verfügbar.
The Cross‐Section of Expected Stock Returns
15.050
Zitationen
2
Autoren
1992
Jahr
Abstract
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 earnings‐price ratios. Moreover, when the tests allow for variation in β that is unrelated to size, the relation between market β and average return is flat, even when β is the only explanatory variable.
Ähnliche Arbeiten
Theory of the firm: Managerial behavior, agency costs and ownership structure
1976 · 69.553 Zit.
The Pricing of Options and Corporate Liabilities
1973 · 29.204 Zit.
Common risk factors in the returns on stocks and bonds
1993 · 27.355 Zit.
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 · 17.326 Zit.
On Persistence in Mutual Fund Performance
1997 · 16.809 Zit.