CAPM Beta, Size, Book-to-Market, and Momentum in Realized Stock Returns
Year of publication: |
2010
|
---|---|
Authors: | Novak, Jiri ; Petr, Dalibor |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 60.2010, 5, p. 447-460
|
Publisher: |
Institut ekonomických studií |
Subject: | stock returns | asset pricing | risk | multifactor models | CAPM | size | book-to-market | momentum | Sweden |
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