Hou, Kewei; Karolyi, G. Andrew; Kho, Bong Chan - Charles A. Dice Center for Research in Financial … - 2006
This study seeks to identify which factors are important for explaining the time-series and cross-section variation in global stock returns. We evaluate firm characteristics, like size, earnings/price, cash flow/price, dividend/price, book-to-market equity, leverage, momentum, that have been...