Appendix to "A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price"
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Penman, Stephen, F. Reggiani, S, Richardson, and I. Tuna. "Appendix to 'A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price.'" European Financial Management (forthcoming).
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