Why does book-to-market value of equity forecast cross-section stock returns?
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Financial Analysis.
Volume (Year): 13 (2004)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/inca/620166
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- Buddelmeyer, Hielke & Jensen, Paul H. & Oguzoglu, Umut & Webster, Elizabeth, 2008. "Fixed Effects Bias in Panel Data Estimators," IZA Discussion Papers 3487, Institute for the Study of Labor (IZA).
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