Modified beta and cross-sectional stock returns
Steven A. Dennis, Prodosh Simlai and Wm. Steven Smith
| Year of publication: |
2018
|
|---|---|
| Authors: | Dennis, Steven A. ; Simlai, Prodosh ; Smith, William Steven |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 33.2018, p. 75-104
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| Subject: | Cross-section of returns | CAPM | beta | size | book-to-market | momentum | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S0196-382120170000033005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012227938