HML and SMB Premiums in the Recent Scholar Literature - Magnitude and Nature

Author:

Buus Tomáš

Publisher

Prague University of Economics and Business

Subject

General Medicine

Reference31 articles.

1. Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

2. The Size and Book-To-Market Effects and Their Role as Risk Proxies in the Istanbul Stock Exchange

3. The Effect of Size, Book-to-Market Ratio, and Prior Distress Information on the Excess Returns to Debt Restructuring Firms;Aksu;Istanbul, Koc University, Graduate School of Business Working Paper,2000

4. Arbitrage Risk and the Book-toMarket Anomaly;Ali,2002

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Relationship Between the Company Size and the Value: Empirical Evidence;The Impact of Globalization on International Finance and Accounting;2017-12-30

2. Existence of Size Premium: A Review of Literature and Suggestions for Future Research;New Trends in Finance and Accounting;2016-12-28

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