"The first shall be last". Size and value strategy premia at the London Stock Exchange

Journal of Banking and Finance

Volumn 24, Issue 6, 2000, Pages 893-919

  Bagella, Michele ^a   Becchetti, Leonardo ^a   Carpentieri, Andrea ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

CAPM models; Cross sectional stock returns; G11; Size and value strategies

Indexed keywords

EID: 0010208814     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00111-9     Document Type: Article

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