Stable betas, size, earnings‐to‐price, book‐to‐market and...

Stable betas, size, earnings‐to‐price, book‐to‐market and the validity of the capital asset pricing model

Chang, Rosita, Guan, Liming, Hansen, Don R., Leikam, Shannon L., Shaw, J.
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Volume:
33
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/03074350710760313
Date:
July, 2007
File:
PDF, 283 KB
english, 2007
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