Monday effect in Fama-French's RMW factor
Year of publication: |
January 2017
|
---|---|
Authors: | Ülkü, Numan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 150.2017, p. 44-47
|
Subject: | Fama-French five-factor model | The RMW factor | Monday effect | Mispricing | CAPM | Börsenkurs | Share price | Zeit | Time | Kapitalmarktrendite | Capital market returns |
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