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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- Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik, 2003. "Beta and returns revisited: Evidence from the German stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 1-18, February.
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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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