The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets (Q4805369): Difference between revisions

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scientific article; zbMATH DE number 1909810
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English
The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets
scientific article; zbMATH DE number 1909810

    Statements

    The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets (English)
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    14 May 2003
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    book-to-market ratio
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    market value
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    stochastic discount function
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    portfolio
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    pricing functions
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