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1
The impact of size and book-to-market ratio on excess return using Fama-French 5-factor model : the case of Egypt
Alber, Nader
;
Barsoom, Michael
- In:
Sustainable Development in Banking and Finance : 7th …
,
(pp. 49-64)
.
2024
Persistent link: https://www.econbiz.de/10015073461
Saved in:
2
Pricing bid-ask spreads in common stocks, liquidity premium and the small firm effect
Shen, Pu
-
1993
Persistent link: https://www.econbiz.de/10000890667
Saved in:
3
Firm size, beta and stock returns : evidence from Germany and the United Kingdom
Malin, Mirela
;
Veeraraghavan, Madhu
- In:
International economics & finance journal : (IEFJ)
1
(
2006
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10003791163
Saved in:
4
Can overreaction explain part of the size premium?
Demirtas, K. Ozgur
;
Güner, A. Burak
- In:
International journal of revenue management : IJRM
2
(
2008
)
3
,
pp. 234-253
Persistent link: https://www.econbiz.de/10003818658
Saved in:
5
Anomalies and stock returns : Australian evidence
Gharghori, Philip
;
Lee, Ronald
;
Veeraraghavan, Madhu
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
3
,
pp. 555-576
Persistent link: https://www.econbiz.de/10003889310
Saved in:
6
What are the risks when investing in thin emerging equity markets : evidence from the Arab world
Girard, Eric
;
Omran, Mohamed
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 102-123
Persistent link: https://www.econbiz.de/10003413282
Saved in:
7
Size, BM, and momentum effects and the robustness of the Fama-French three-factor model : evidence from New Zealand
Nartea, Gilbert V.
;
Ward, Bert
;
Djajadikerta, Hadrian G.
- In:
International journal of managerial finance : IJMF
5
(
2009
)
2
,
pp. 179-200
Persistent link: https://www.econbiz.de/10003935296
Saved in:
8
The relationship between return, price to earnings ratio, price to book value ratio, size and beta in different data period
Jatmiko, Dadang Prasetyo
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10010515867
Saved in:
9
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
Saved in:
10
The cross-section of stock returns in an early stock market
Ye, Qing
;
Turner, John D.
- In:
International review of financial analysis
34
(
2014
),
pp. 114-123
Persistent link: https://www.econbiz.de/10010528463
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