Empirical studies typically find which of the following?
A) Large stocks tend to have higher mean returns than small stocks in international markets.
B) Growth stocks tend to have higher mean returns than value stocks in international markets.
C) Stocks with high market model betas tend to have higher mean returns than stocks with low betas in international markets.
D) more than one of the above
E) None of the above

Question

Quizplus · Accepted Answer

Empirical studies often find that small stocks tend to outperform large stocks, value stocks tend to outperform growth stocks, and there is not a consistent relationship between high beta and higher returns.

Empirical Studies Typically Find Which of the Following