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The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465, doi:10.2307/2329112 Key: citeulike:1176950
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Two easily measured variables, size and book-to-market equity, combine to capture the cross-sectional variation in average stock returns associated with market β, size, leverage, book-to-market equity, and earnings-price ratios. Moreover, when the tests allow for variation in β that is unrelated to size, the relation between market β and average return is flat, even when β is the only explanatory variable.
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