Momentum, Reversals, and other Puzzles in Fama-MacBeth Cross-Sectional Regressions
Year of publication: |
2017
|
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Authors: | Kamstra, Mark J. |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Indien | India | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2947340 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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