Cross-sectional anomalies and volatility risk in different economic and market cycles
Year of publication: |
2015
|
---|---|
Authors: | Peltomäki, Jarkko ; Äijö, Janne |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 12.2015, C, p. 17-22
|
Publisher: |
Elsevier |
Subject: | Momentum | Value premium | Volatility risk | Market cycles |
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