Can noise create the size and value effects?
Year of publication: |
2015
|
---|---|
Authors: | Arnott, Robert D. ; Hsu, Jason C. ; Liu, Jun ; Markowitz, Harry |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 11, p. 2569-2579
|
Subject: | noise | size effect | value effect | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size | Börsenkurs | Share price | CAPM | Noise Trading | Noise trading |
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