Explaining the Beta, Size and Value Effects Under the Relative Value Theory
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KeywordsRelative Value Theory; CAPM; RVT; Asset Pricing; Market Equilibrium; Beta; Cumulative Returns; Rationality;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-07-26 (All new papers)
- NEP-CFN-2004-07-26 (Corporate Finance)
- NEP-FMK-2004-07-26 (Financial Markets)
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