Article1996

Variation in Expected Stock Returns: Evidence on the Pricing of Equities from a Cross-section of UK Companies

46 citations0/0 files storedEconomica

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

David Miles, Allan Timmermann, Variation in Expected Stock Returns: Evidence on the Pricing of Equities from a Cross-section of UK Companies, Economica, New Series, Vol. 63, No. 251 (Aug., 1996), pp. 369-382

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 46 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 1989A Test of the Efficiency of a Given Portfolio 1985Stock Returns and the Term Structure 1987Mean Reversion in Stock Prices: Evidence and Implications

Cited by

2009The Fama-French and Momentum Portfolios and Factors in the UK 2010Testing Capital Asset Pricing Model: Empirical Evidences from Indian Equity Market 2010Fundamental Analysis and the Modelling of Normal Returns in the UK 2007A review of capital asset pricing models 2015A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.