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Size and value effects in the Visegrad countries
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SYSNO ASEP 0339600 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Ostatní články Title Size and value effects in the Visegrad countries Author(s) Morgese Borys, M. (PL)
Zemčík, Petr (NHU-C) RIDSource Title CERGE-EI Working Paper Series - ISSN 1211-3298
-, č. 391 (2009), s. 1-28Number of pages 28 s. Publication form www - www Language eng - English Country CZ - Czech Republic Keywords regional asset pricing model ; book-to-market value effects ; Visegrad countries ; cost of capital Subject RIV AH - Economics R&D Projects LC542 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) CEZ MSM0021620846 - NHU-C Annotation In the paper we test to test for the presence of the size and book-to- market value effects in the Visegrad countries. Such effects have been found in the United States and many other developed stock markets. Workplace Economics Institute - CERGE Contact Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122 Year of Publishing 2010
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