TITLE

Debating the Risk and Rate-of-Return Connection

PUB. DATE
March 1998
SOURCE
Financial Executive;Mar/Apr98, Vol. 14 Issue 2, p8
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
The article discusses research by professors Sheridan Titman and Kent Daniel that suggests risk does not determine the expected return on a stock. They instead conclude that such measures as capitalization, book-to-market ratio, and momentum are better indicators of return. Their work was published in the "Journal of Finance."
ACCESSION #
11873586

 

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