Reexamining the Robustness of the Market Value of Equity

Keywords

Cash flow, Robustness (evolution), Economics, Econometrics, Equity (law)

References

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• The Cross‐Section of Expected Stock ReturnsEugene F. Fama, Kenneth R. French — 1992

Cited by

• Size effect, methodological issues and ‘risk-to-default’: evidence from the UK stock marketPanagiotis Andrikopoulos, Arief Daynes, David Latimer — 2008
• The role of the market value of equity in asset-pricing modelsXavier Garza–Gómez — 2001
• Applications of Robust Statistical Methods in Quantitative FinanceChristopher George Green — 2017

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