search query: @indexterm Capital asset pricing / total: 356
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Author: | Chan, L. K. C. Karceski, J. Lakonishok, J. |
Title: | New paradigm or same old hype in equity investing? |
Journal: | Financial Analysts' Journal
2000 : JUL/AUG, VOL. 56:4, p. 23-36 |
Index terms: | Stock markets USA Investment Market research Capital asset pricing Quantitative techniques |
Language: | eng |
Abstract: | The recent relative stock-price performance of six U.S. equity asset classes differs markedly from the historical pattern. Large-capitalization growth stocks have apparently taken the place of small-capitalization and value stocks in investors' hearts. We explore three explanations of recent market behavior. |
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