A new perspective on the size, value, and momentum effects
Year of publication: |
2016
|
---|---|
Authors: | Foye, James |
Published in: |
Review of Accounting and Finance. - Emerald Group Publishing Limited, ISSN 1758-7700, ZDB-ID 2170463-6. - Vol. 15.2016, 2, p. 222-251
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Three-factor model | Capital asset pricing | Four-factor model | Momentum premium | Size premium | Value premium |
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