Size and momentum in European equity markets: Empirical findings from varying beta Capital Asset Pricing Model

Accounting and Finance

Volumn 50, Issue 1, 2010, Pages 143-169

  Karathanasis, George ^a   Kassimatis, Konstantinos ^a   Spyrou, Spyros ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Asset pricing; Capital Asset Pricing Model; Time varying risk

Indexed keywords

EID: 77950268625     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2009.00314.x     Document Type: Article

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