Data-driven investigation into anomaly trading strategies : evidence with econometrics
Jordan French
| Year of publication: |
2019
|
|---|---|
| Authors: | French, Jordan |
| Subject: | Factor effects | arbitrage pricing theory | asset-pricing anomalies | Fama–Macbeth regression | efficient market hypothesis | small country effect | Theorie | Theory | CAPM | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012126157