Elizabeth Goldreyer

University of Denver

Reiman School of Business 2101 South University Blvd.

Denver, CO 80208-2685

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Robustness of Size and Value Effects in Emerging Equity Markets, 1985-2000

Texas Christian University Center for Financial Studies Working Paper
Number of pages: 50 Posted: 17 May 2001
Texas Christian University - M.J. Neeley School of Business, University of Denver, Texas Christian University and Texas Christian University
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Citation 5

Abstract:

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Asset pricing anomalies, book-to-market effect, size effect, emerging markets, international financial markets