CAPM beta, size, book-to-market, and momentum in realized stock returns
Year of publication: |
2010
|
---|---|
Authors: | Novák, Jiri ; Petr, Dalibor |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 60.2010, 5, p. 447-460
|
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Aktienmarkt | Stock market | Schweden | Sweden | 1979-2005 |
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