Arbitrage risk and the book-to-market anomaly

Journal of Financial Economics

Volumn 69, Issue 2, 2003, Pages 355-373

  Ali, Ashiq ^a   Hwang, Lee Seok ^b   Trombley, Mark A ^a  

^a UNIVERSITY OF ARIZONA   (United States)

^b Seoul National University   (South Korea)

Author keywords

Arbitrage risk; Book to market; Investor sophistication; Mispricing; Transaction costs

Indexed keywords

EID: 0038037439     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(03)00116-8     Document Type: Article

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