Multifactor Explanations of Asset Pricing Anomalies
经济金融
全球高被引研究（被引 6,518 次，发表于 1996）。 ABSTRACT Previous work shows that average returns on common stocks are related to firm characteristics like size, earnings/price, cash flow/price, book‐to‐market equity, past sales growth, long‐term past return, and shor…
You May Also Like
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
- Development of the World Health Organization WHOQOL-BREF Qualit…
- Local Indicators of Spatial Association—LISA
- Illiquidity and stock returns: cross-section and time-series ef…
- The Cross‐Section of Expected Stock Returns
- Distribution of the Estimators for Autoregressive Time Series w…
Comments (0)
No comments yet. Be the first!
Log in to join the discussion