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Volumn 14, Issue 1, 2008, Pages 118-126

New paradigms in stock market indexing

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EID: 37649004244     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2007.00432.x     Document Type: Article
Times cited : (33)

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    • Fama, E. and French, K. The cross-section of expected stock returns Journal of Finance, 1992, pp. 427 65.
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    • The role of beta and size in the cross-section of european stock returns
    • and. Forthcoming.
    • Heston, S. L., Rouwenhorst, K. G. and Wessels, R. E. The role of beta and size in the cross-section of european stock returns European Financial Management, 2008, Forthcoming.
    • (2008) European Financial Management
    • Heston, S.L.1    Rouwenhorst, K.G.2    Wessels, R.E.3
  • 10
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    • Keim, D. B. Size-related anomalies and stock return seasonality Journal of Financial Economics, 1985, pp. 13 32.
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    • Contrarian investment, extrapolation, and risk
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    • Lakonishok, J., Adrei, S. and Robert, V. Contrarian investment, extrapolation, and risk Journal of Finance, 1995, pp 541 78.
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    • Lakonishok, J.1    Adrei, S.2    Robert, V.3
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    • Are euro area small cap stocks an asset class? Evidence from mean-variance spanning tests
    • March
    • Petrella, G. Are euro area small cap stocks an asset class? Evidence from mean-variance spanning tests European Financial Management, Vol. 11 no. 2, March 2005.
    • (2005) European Financial Management , vol.11 , Issue.2
    • Petrella, G.1
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    • Why market-valuation-indifferent indexing works
    • Treynor, J. Why market-valuation-indifferent indexing works Financial Analysts Journal, September, October, 2005.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.