Artikis, Panagiotis G.; Vrakas, Sotirios G.; Karmi, … - In: International Journal of Financial Services Management 4 (2010) 3, pp. 175-198
The present study investigates the effect of systematic risk, size and value on the returns of stocks of the secondary and the tertiary sector of the Athens Stock Exchange. The holdout sample is divided in two sub-samples, for the period 1997–2006. The methodology employed is the...