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Keywords: Book-to-market
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Journal Articles
Journal:
Pacific Accounting Review
Pacific Accounting Review (2015) 27 (1): 51–68.
Published: 02 February 2015
...-sectional regressions of monthly stock returns on well-known pricing factors including firm size, book-to-market (B/M) ratio, liquidity and past returns were run. The NZSX sample commenced in 1988 and continued through to 2011, while data are available for the Unlisted and NZAX markets from 2004 to 2011...
