On the construction of common size, value and momentum factors in international stock markets : a guide with applications
Year of publication: |
[2011] ; This version: 4.1.2011
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Authors: | Schmidt, Peter S. ; Arx, Urs von ; Schrimpf, Andreas ; Wagner, Alexander F. ; Ziegler, Andreas |
Publisher: |
Zürich : CER-ETH - Center of Economic Research at ETH Zurich |
Subject: | Risk factors | value | size | momentum | international equity markets | asset pricing anomalies | Börsenkurs | Share price | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Vergleich | Comparison | Europa | Europe | USA | United States |
Extent: | 1 Online-Ressource (circa 54 Seiten) Illustrationen |
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Series: | Working papers of the Center of Economic Research at ETH Zurich. - Zürich : Inst., ZDB-ID 2099103-4. - Vol. 11, 141 (February 2011) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/171584 [Handle] |
Classification: | C89 - Data Collection and Data Estimation Methodology; Computer Programs. Other ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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