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Arbitrage risk and the book-to-market anomaly

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  • Ali, Ashiq
  • Hwang, Lee-Seok
  • Trombley, Mark A.

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  • Ali, Ashiq & Hwang, Lee-Seok & Trombley, Mark A., 2003. "Arbitrage risk and the book-to-market anomaly," Journal of Financial Economics, Elsevier, vol. 69(2), pages 355-373, August.
    • Handle: RePEc:eee:jfinec:v:69:y:2003:i:2:p:355-373
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