Hawawini, Gabriel and Banz, Rolf (1987): Equity pricing and stock market anomalies. Published in: Financial Markets and Portfolio Management , Vol. 1, No. 3 (1987): pp. 7-15.
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Abstract
A review and interpretation of stock market anomalies in their effect on the pricing of equity.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Equity pricing and stock market anomalies |
| English Title: | Equity pricing and stock market anomalies |
| Language: | English |
| Keywords: | Stock prices; equity pricing; stock market anomalies |
| Subjects: | G - Financial Economics > G1 - General Financial Markets > G10 - General |
| Item ID: | 44891 |
| Depositing User: | Gabriel Hawawini |
| Date Deposited: | 09 Mar 2013 15:23 |
| Last Modified: | 27 Sep 2019 00:40 |
| References: | Banz,R.(1981)"The relationship between return and the market value of common stocks",Journal of Financial Economics, 9(March),pp.3-18 Corhay,M. Hawawini, G. Michel, P. (1987)"Seasonality in the Risk-Return Relationship: Some International Evidence", Journal of Finance, Volume 42(March), pp.49-68 Hawawini,G. and Michel,P. (1982) "The Pricing of Risky Assets on the Belgian Stock Market", Journal of Banking and Finance, Volume 6 (June),pp.161-178. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/44891 |
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