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Testing multi-factor asset pricing models in the Visegrad countries

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Testing multi-factor asset pricing models in the Visegrad countries

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Size and value effects in the Visegrad countries

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Size and value effects in the Visegrad countries

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Size and Value Effects in the Visegrad Countries

Borys, Magdalena Morgese; Zemcik, Petr - 2009

The paper has two main objectives. The first is to test for the presence of the size and book-to-market value effects in the Visegrad countries. Such effects have been found in the United States and many other developed stock markets. The Visegrad countries consist of the Czech Republic,...

Persistent link: https://www.econbiz.de/10014203534