Issues

Special Issue: Risk, capital asset pricing, and accounting numbers. Guest Editors: Rosita Chang, Liming Guan

On the relation of systematic risk and accounting variables

Chei‐Chang Chiou; Robert K. Su
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Do macroeconomic factors subsume market anomalies in long investment horizons?

Pin‐Huang Chou; Wen‐Shen Li; S. Ghon Rhee; Jane‐Sue Wang
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Assessing the risk relevance of accounting variables in diverse economic conditions

Mark Brimble; Allan Hodgson
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Size, book/market ratio and risk factor returns: evidence from China A‐share market

Jianguo Chen; Kwong Leong Kan; Hamish Anderson
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Stable betas, size, earnings‐to‐price, book‐to‐market and the validity of the capital asset pricing model

Liming Guan; Don R. Hansen; Shannon L. Leikam; J. Shaw
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