Understanding Size and the Book-Market Ratio : An Empirical Exploration of Berk's Critique
Year of publication: |
[2005]
|
---|---|
Authors: | Liu, Ming |
Other Persons: | Fan, Xinting (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
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Interpreting implied risk-neutral densities
Hördahl, Peter, (2003)
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Exchange rates and fundamentals
Engel, Charles, (2003)
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International equity flows and returns
Albuquerque, Rui, (2004)
- More ...
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Broad-market return persistence and momentum profits
Chow, Ying-Foon, (2008)
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UNDERSTANDING SIZE AND THE BOOK-TO-MARKET RATIO: AN EMPIRICAL EXPLORATION OF BERK'S CRITIQUE
Fan, Xinting, (2005)
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Sorting, Firm Characteristics, and Time-varying Risk: An Econometric Analysis
Fan, Xinting, (2008)
- More ...