Cross-Sectional Factor Dynamics and Momentum Returns
Year of publication: |
2016
|
---|---|
Authors: | Avramov, Doron |
Other Persons: | Hore, Satadru (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (65 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 8, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2679656 [DOI] |
Classification: | G12 - Asset Pricing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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