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The risk-return relations : evidence from the Korean and Taiwan stock markets

Tang, Gordon Y. N.; Shum, Wai Cheong - In: Applied economics 39 (2007) 13/15, pp. 1905-1919

Persistent link: https://www.econbiz.de/10003535240

The cross section of expected stock returns in the Chinese A-share market

Wang, Yuenan; Di Iorio, Amalia - In: Global finance journal 17 (2007) 3, pp. 335-349

Persistent link: https://www.econbiz.de/10003612069

The size and book-to-market effects and the Fama-French three-factor model in small markets : preliminary findings from New Zealand

Djajadikerta, Hadrian (contributor); … - 2005

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Size and book-to-market effects in the returns on information technology stocks

Nguyen, Quang-Ngoc; Fetherston, Thomas Austin; Batten, … - In: Research in finance 21 (2004), pp. 45-91

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Role of size and risk effects in value anomaly : evidence from the Indian stock market

Sharma, Mehak; Jain, Anshul - In: Cogent economics & finance 8 (2020) 1, pp. 1-12

Portfolios of companies with high book-to-market (BTM) ratio (low Price-To-Book (PB) ratios, Value firms) outperform those with companies with low BTM ratio (high PB ratios, Growth firms). In literature, this is known as the Value Anomaly. This anomaly is related to the third factor in the...

Persistent link: https://www.econbiz.de/10013179656

Estimates of the ICAPM with regime-switching betas : evidence from four pacific rim economies

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Firm size, beta and stock returns : evidence from Germany and the United Kingdom

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The relationship between return, price to earnings ratio, price to book value ratio, size and beta in different data period

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Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from Singapore and Malaysia

Lau, Sie-ting; Chee Tong Lee; McInish, Thomas H. - In: Journal of multinational financial management 12 (2002) 3, pp. 207-222

Persistent link: https://www.econbiz.de/10001705948

Risk aversion, market segmentation, and the firm size effect : some empirical evidence

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