Engström, Stefan - Economics Institute for Research (SIR), … - 2004
, 2004
SSE/EFI Working Paper Series in Economics and Finance No 554
Abstract
This paper provides extensive evidence … suggestions. I gratefully acknowledge financial support from
Bankforskningsinstitutet. Address: Stockholm School of Economics … market value of common stocks,
Journal of Financial Economics 9, 3-18.
Brennan, Michael J., Tarun Chordia, and Avanidhar …