Beta, size, book-to-market equity and returns: A study based on UK data
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- Hsiao, Chiu-Ming & Zhang, Wei-Fang & Chiu, Chi-Chang & Huang, Jung-Chang & Huang, Yu-Ling, 2017. "The Enterprise Risk Management of Foreign Exchange Exposures: Evidence from Taiwanese Hospitality Industry," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 4(1), pages 32-48.
- Ming Chen, James, 2018. "Baryonic Beta Dynamics: An Econophysical Model of Systematic Risk/Dinámica de la Beta Bariónica: Un modelo Econofísico de Riesgo Sistemático," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 263-276, Enero.
- Anwar, Yunita & Mulyadi, Martin Surya, 2009. "The day of the week effects in Indonesia, Singapore, and Malaysia stock market," MPRA Paper 16873, University Library of Munich, Germany.
- Ye, Qing & Turner, John D., 2014.
"The cross-section of stock returns in an early stock market,"
International Review of Financial Analysis, Elsevier, vol. 34(C), pages 114-123.
- Ye, Qing & Turner, John D., 2014. "The cross-section of stock returns in an early stock market," QUCEH Working Paper Series 14-05, Queen's University Belfast, Queen's University Centre for Economic History.
- Balafas, Nikolaos & Florackis, Chris, 2014. "CEO compensation and future shareholder returns: Evidence from the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 27(C), pages 97-115.
- David Morelli, 2012. "Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 47-60, January.
- Catherine Georgiou, 2020. "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 13(3), pages 56-69, December.
- Ali Matar, 2016. "Does Portfolio’s Beta in Financial Market Affected by Diversification? Evidence from Amman Stock Exchange," International Journal of Business and Management, Canadian Center of Science and Education, vol. 11(11), pages 101-101, October.
- SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A., 2010. "A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
- Guermat, Cherif & Freeman, Mark C., 2010. "A net beta test of asset pricing models," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 1-9, January.
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