The Role of Beta and Size in the Cross-Section of European Stock Returns
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- Steven L. Heston & K. Geert Rouwenhorst & Roberto E. Wessels, 1999. "The Role of Beta and Size in the CrossâSection of European Stock Returns," European Financial Management, European Financial Management Association, vol. 5(1), pages 9-27, March.
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Keywords
European equity markets; CAPM; 3-factor model;All these keywords.
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