The Value Spread
收藏NBER2001-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8242
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资源简介：
We decompose the cross-sectional variance of firms' book-to-market ratios using both a long U.S. panel and a shorter international panel. In contrast to typical aggregate time-series results, transitory cross-sectional variation in expected 15-year stock returns causes only a relatively small
提供机构：
美国国家经济研究局
创建时间：
2001-04-01
