The role of beta and size in the cross-section of european stock returns

European Financial Management

Volumn 5, Issue 1, 1999, Pages 9-27

  Heston, Steven L ^a   Rouwenhorst, K Geert ^b   Wessels, Roberto E ^c  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

^b YALE UNIVERSITY   (United States)

^c ARCA   (United States)

Author keywords

Equity markets; Integration; International risk factors

Indexed keywords

EID: 85040425597     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00077     Document Type: Article

References (0)