The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets (Q4805369)
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scientific article; zbMATH DE number 1909810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets |
scientific article; zbMATH DE number 1909810 |
Statements
The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets (English)
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14 May 2003
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book-to-market ratio
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market value
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stochastic discount function
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portfolio
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pricing functions
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