Showing 1 - 10 of 23
Using an international Thompson Datastream database and standard asset pricing models we encounter pricing errors for the ten percent smallest stocks. We generalize the standard 4-factor model by adding two additional risk factors (one size- and one book-tomarket factor). This generalized...
Persistent link: https://www.econbiz.de/10009415932
Persistent link: https://www.econbiz.de/10010519976
Persistent link: https://www.econbiz.de/10002724142
Persistent link: https://www.econbiz.de/10009301177
Persistent link: https://www.econbiz.de/10011286529
Persistent link: https://www.econbiz.de/10003610952
Persistent link: https://www.econbiz.de/10011552873
Persistent link: https://www.econbiz.de/10011586907
Persistent link: https://www.econbiz.de/10002526095
Persistent link: https://www.econbiz.de/10003606974