Leledakis, George; Davidson, Ian; Karathanassis, George - In: Applied Financial Economics 13 (2003) 6, pp. 413-426
This study is an investigation into the cross-sectional determinants of stock returns in a small market - the Athens Stock Exchange - where the Fama and French portfolio grouping procedure that is normally used to counter the error in variables problem in estimating beta is problematic due to...
