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Risk and return in the Spanish stock market: some evidence from individual assets

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  • Enrique Sentana

    (CEMFI, LSE Financial Markets Group and CEPR)

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File URL: ftp://ftp.fundacionsepi.es/InvEcon/paperArchive/May1997/v21i2a5.pdf
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Bibliographic Info

Article provided by Fundación SEPI in its journal Investigaciones Economicas.

Volume (Year): 21 (1997)
Issue (Month): 2 (May)
Pages: 297-360

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Handle: RePEc:iec:inveco:v:21:y:1997:i:2:p:297-360

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Postal: Investigaciones Economicas Fundación SEPI Quintana, 2 (planta 3) 28008 Madrid Spain
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Web page: http://www.fundacionsepi.es/

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Cited by:
  1. Sentana, Enrique, 2004. "Factor representing portfolios in large asset markets," Journal of Econometrics, Elsevier, vol. 119(2), pages 257-289, April.
  2. Marcelo, Jose Luis Miralles & Quiros, Maria del Mar Miralles, 2006. "The role of an illiquidity risk factor in asset pricing: Empirical evidence from the Spanish stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 254-267, May.
  3. Miralles Marcelo, José Luis & Miralles Quirós, María Del Mar & Miralles Quirós, José Luis., 2007. "Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 199-214, Abril.

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