Identifying reference companies using the book-to-market ratio: a minimum spanning tree approach-Reference-Cited by-同舟云学术

Identifying reference companies using the book-to-market ratio: a minimum spanning tree approach

Published:2013-07 Issue:6 Volume:19 Page:466-490
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Brookfield David,Boussabaine Halim,Su Chen

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2011.637571

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4. Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies?

5. Correlation structure and dynamics in volatile markets

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