search query: @author Wei, K.C.J. / total: 1
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| Author: | Daniel, K. Titman, S. Wei, K.C.J. |
| Title: | Explaining the cross-section of stock returns in Japan: factors or characteristics? |
| Journal: | Journal of Finance
2001 : APR, VOL. 56:2, p. 743-766 |
| Index terms: | CROSS-SECTIONAL MODELS STOCK RETURNS JAPAN |
| Language: | eng |
| Abstract: | Japanese stock returns are even more closely related to their book-to-market ratios than are their U.S. counterparts, and thus provide a good setting for testing whether the return premia associated with these characteristics arise because the characteristics are proxies for covariance with priced factors. |
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