• Title of article

    Arbitrage risk and the book-to-market anomaly

  • Author/Authors

    Ashiq Ali، نويسنده , , Lee-Seok Hwang، نويسنده , , Mark A. Trombley، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    19
  • From page
    355
  • To page
    373
  • Keywords
    Investor sophistication , Book-to-market , Arbitrage risk , Transaction costs , mispricing
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2003
  • Journal title
    Journal of Financial Economics
  • Record number

    257622