Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies?
Year of publication: |
2010
|
---|---|
Authors: | Asgharian, Hossein ; Hansson, Bjorn |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 16.2010, 2, p. 119-136
|
Publisher: |
Taylor & Francis Journals |
Subject: | orthogonal portfolio | asset pricing | CAPM anomalies | size effect | value effect |
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