مرکز منطقه ای اطلاع رساني علوم و فناوري - The time-series relations among expected return, risk, and book-to-market

Title of article :

The time-series relations among expected return, risk, and book-to-market

Author/Authors :

Jonathan Lewellen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

Keywords :

asset pricing , Book-to-market , Time-varying risk , mispricing

Journal title :

Journal of Financial Economics

Serial Year :

1999

Journal title :

Journal of Financial Economics

Record number :

257391

Link To Document :