A Comparison of the Efficacy of Liquidity, Momentum, Size and Book-to-Market Value Factors in Equity Pricing on a Heterogeneous Sample : Evidence from Asia
Year of publication: |
2016
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Authors: | Hearn, Bruce Allen |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | CAPM | Asien | Asia | Kapitaleinkommen | Capital income | Vergleich | Comparison | Betriebsgröße | Firm size | Stichprobenerhebung | Sampling | Momentenmethode | Method of moments | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (59 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 19, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2718696 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets ; O55 - Africa |
Source: | ECONIS - Online Catalogue of the ZBW |
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