Empirical Risk Factors in Realized Stock Returns
Year of publication: |
2009-12
|
---|---|
Authors: | Novak, Jiri ; Petr, Dalibor |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | stock returns | asset pricing | risk | multifactor models | CAPM | size | book-to-market | momentum | Sweden |
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