A real option approach to analysing the properties of stock returns : UK evidence
The relationship between stock returns and non-beta variables has attracted a considerable amount 0 f attention in the US stock market. Existing empirical work suggests that the cross-section of stock market returns can best be explained by the size of a firm and its book-to-market ratio. In explain...
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University of Manchester
2001
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.488434 |