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Endnotes

  1. Rosenberg, B., K. Reid and R. Lanstein, 1985, Persuasive Evidence of Market Inefficiency, Journal of Portfolio Management, v11, 9–17.

  1. Fama, E. F., and K. R. French, 1992, The Cross-Section of Expected Returns, Journal of Finance, v47, 427–466. This study is an examination of the effectiveness of different risk and return models in finance. It found that price-to-book explained more of the variation across stock returns than any other fundamental variable, including market capitalization.


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