Size and momentum in European equity markets : empirical findings from varying beta capital Asset Pricing Model
Year of publication: |
2010
|
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Authors: | Karathanasis, George ; Kassimatis, Konstantinos ; Spyrou, Spyros I. |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 50.2010, 1, p. 143-169
|
Subject: | Schätzung | Estimation | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | EU-Staaten | EU countries |
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