Global factor premiums
Year of publication: |
2021
|
---|---|
Authors: | Baltussen, Guido ; Swinkels, Laurens ; Vliet, Willem Nicolaas van |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 142.2021, 3, p. 1128-1154
|
Subject: | Factor premium | P-hacking | Predictability | Return anomalies | Seasonality | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Saisonale Schwankungen | Seasonal variations | CAPM | Prognoseverfahren | Forecasting model | Theorie | Theory | Börsenkurs | Share price |
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