The effects of beta, size and book-to-market on UK stock returns : risk adjustment, characteristic factors and the cross-section of expected stock returns
This research examines the cross-section of expected returns in the UK stock market for the period January 1969-December 2001, with particular reference to the role of risk adjustments and the pricing of characteristic factors. This study has three empirical parts. This first part of the empirical s...
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University of Stirling
2004
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.403341 |