Harvesting the seasons of the size anomaly
Boris Fays, Georges Hübner, Marie Lambert
| Year of publication: |
2022
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|---|---|
| Authors: | Fays, Boris ; Hübner, Georges ; Lambert, Marie |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 4, p. 337-349
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| Subject: | Calendar anomaly | DSN factors | Fama-French factors | January effect | Size premium | Tax-loss-pruning hypothesis | Saisonale Schwankungen | Seasonal variations | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Kalendereffekt | Calendar effect |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-022-00272-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392006