So, Simon M. S.; Tang, Gordon Y. N. - In: Applied economics 42 (2010) 4/6, pp. 777-795
This article empirically examines the usefulness of beta, firm size, book-to-market equity ratio (B/M) and earnings-to-price ratio (E/P), as risk proxies in explaining the cross-sectional returns in the Singapore stock market under both unconditional and conditional frameworks based on up and...