The Cross-Section of Expected Stock Returns
GPTKB entity
Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:academic_journal
|
| gptkbp:author |
gptkb:Kenneth_R._French
gptkb:Eugene_F._Fama |
| gptkbp:citation |
high
|
| gptkbp:doi |
10.1111/j.1540-6261.1992.tb04398.x
|
| gptkbp:foundIn |
Size and book-to-market equity capture the cross-sectional variation in average stock returns better than beta.
|
| https://www.w3.org/2000/01/rdf-schema#label |
The Cross-Section of Expected Stock Returns
|
| gptkbp:influenced |
gptkb:Fama-French_three-factor_model
|
| gptkbp:language |
English
|
| gptkbp:numberOfIssues |
2
|
| gptkbp:pages |
465
427 |
| gptkbp:publicationYear |
1992
|
| gptkbp:publishedIn |
gptkb:The_Journal_of_Finance
|
| gptkbp:topic |
asset pricing
stock returns |
| gptkbp:volume |
47
|
| gptkbp:bfsParent |
gptkb:Eugene_F._Fama
|
| gptkbp:bfsLayer |
5
|