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Hwang, Tienyu, Gao, Simon S and Owen, Heather (2013) Markowitz efficiency and size effect: evidence from the UK stock market. Review of Quantitative Finance and Accounting. ISSN 0924 865X
Hwang, Tienyu, Gao, Simon S and Owen, Heather (2012) A two-pass model study of the CAPM: evidence from the UK stock market. Studies in Economics and Finance, 29 (2). pp. 89-104. ISSN 1086-7376