Article
Book-to-Market and the Cross-Section of
Expected Returns in International Stock Markets
Turan G. Bali, Nusret Cakici and Frank J. Fabozzi
The Journal of Portfolio Management Winter 2013, 39 (2) 101-115; DOI: https://doi.org/10.3905/jpm.2013.39.2.101
Turan G. Bali
is the Robert S. Parker Chair Professor of Business Administration in the McDonough School of Business at Georgetown University in Washington, DC.
Nusret Cakici
is a professor of finance in the School of Business at Fordham University in New York, NY.
Frank J. Fabozzi
is a professor of finance at EDHEC Business School and a member of the EDHEC Risk Institute in Nice, France.
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In this issue
Book-to-Market and the Cross-Section of
Expected Returns in International Stock Markets
Expected Returns in International Stock Markets
Turan G. Bali, Nusret Cakici, Frank J. Fabozzi
The Journal of Portfolio Management Jan 2013, 39 (2) 101-115; DOI: 10.3905/jpm.2013.39.2.101