Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?
Year of publication: |
2015
|
---|---|
Authors: | Zaremba, Adam ; Konieczka, Przemyslaw |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 65.2015, 1, p. 84-104
|
Publisher: |
Institut ekonomických studií |
Subject: | value | size | momentum | transaction costs | liquidity | cross-section of stock returns | CEE markets | Eastern Europe |
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