haku: @author Fama, E. F. / yhteensä: 24
viite: 8 / 24
| Tekijä: | Fama, E. F. French, K.R. |
| Otsikko: | The cross-section of expected stock returns |
| Lehti: | Journal of Finance
1992 : VOL. 47:2, p. 427-465 |
| Asiasana: | finance stock returns rate of return |
| Kieli: | eng |
| Tiivistelmä: | Size and book-to-market equity, these two easily measured variables, combine to capture the cross-sectional variation in average stock returns associated with market â, size, leverage, book-to-market equity, and earnings-price ratios. In addition, when the tests allow for variation in â that is unrelated to size, the relation btw. market â and average return is flat, even when â is the only explanatory variable. |
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