Why does book-to-market value of equity forecast cross-section stock returns?
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Cited by:
- Buddelmeyer, Hielke & Jensen, Paul H. & Oguzoglu, Umut & Webster, Elizabeth, 2008. "Fixed Effects Bias in Panel Data Estimators," IZA Discussion Papers 3487, Institute of Labor Economics (IZA).
- Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui, 2009. "The dynamics of the Monday effect in international stock indices," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 125-133, June.
- Natalia Mokhova & Marek Zinecker, 2016. "Corporate Negative Equity: The Evidence from the European Union," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(3), pages 1021-1036.
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