Centre de Recherche en Économie et Management (CREM)Rennes/Caen, France
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RePEc:edi:crmrefr (more details at EDIRC)
Research outputJump to: Articles
- Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali, 2008. "La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles," Revue Finance Contrôle Stratégie, revues.org, vol. 11(3), pages 125-154, September.
- Jean-Jacques Lilti & Helene Rainelli-Le Montagner, 1998. "Beta, size and returns: a study on the French Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 13-20.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Jean-Jacques Lilti & Helene Rainelli-Le Montagner, 1998.
"Beta, size and returns: a study on the French Stock Exchange,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 8(1), pages 13-20.
- Morelli, David, 2007. "Beta, size, book-to-market equity and returns: A study based on UK data," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 257-272, July.
- Francisco Jareno, 2008. "Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model," Applied Economics, Taylor & Francis Journals, vol. 40(24), pages 3159-3171.
- Durand, Robert B. & Lan, Yihui & Ng, Andrew, 2011. "Conditional beta: Evidence from Asian emerging markets," Global Finance Journal, Elsevier, vol. 22(2), pages 130-153.
- Guermat, Cherif & Freeman, Mark C., 2010. "A net beta test of asset pricing models," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 1-9, January.
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