The Cross-Section of Expected Stock Returns Export

@article{citeulike:1176950, abstract = {Two easily measured variables, size and book-to-market equity, combine to capture the cross-sectional variation in average stock returns associated with market \&\#946;, size, leverage, book-to-market equity, and earnings-price ratios. Moreover, when the tests allow for variation in \&\#946; that is unrelated to size, the relation between market \&\#946; and average return is flat, even when \&\#946; is the only explanatory variable.}, author = {Fama, Eugene F. and French, Kenneth R.}, citeulike-article-id = {1176950}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/2329112}, citeulike-linkout-1 = {http://www.jstor.org/stable/2329112}, doi = {10.2307/2329112}, journal = {The Journal of Finance}, keywords = {arbitrage, asset, economics, equity, model, pricing, stock}, number = {2}, pages = {427--465}, posted-at = {2007-03-20 04:51:26}, priority = {2}, title = {The Cross-Section of Expected Stock Returns}, url = {http://dx.doi.org/10.2307/2329112}, volume = {47}, year = {1992} }

TY - JOUR ID - citeulike:1176950 L3 - citeulike-article-id:1176950 N2 - 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. IS - 2 JF - The Journal of Finance EP - 465 TI - The Cross-Section of Expected Stock Returns VL - 47 SP - 427 KW - arbitrage KW - asset KW - economics KW - equity KW - model KW - pricing KW - stock AU - Fama, Eugene AU - French, Kenneth PY - 1992/// UR - http://dx.doi.org/10.2307/2329112 ER -