On the conditional pricing effects of beta, size, and book-to-market equity in the Hong Kong market
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Volume (Year): 16 (2006)
Issue (Month): 3 (July)
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- Yue-Cheong Chan, 1997. "Multivariate testing of the capital asset pricing model in the Hong Kong stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 7(3), pages 311-316.
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- Glenn Pettengill, 2002. "Payment For Risk: Constant Beta Vs. Dual-Beta Models," The Financial Review, Eastern Finance Association, vol. 37(2), pages 123-135, 05.
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- Fletcher, Jonathan, 1997. "An examination of the cross-sectional relationship of beta and return: UK evidence," Journal of Economics and Business, Elsevier, vol. 49(3), pages 211-221.
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