On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
Year of publication: |
2011-01-04
|
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Authors: | Schmidt, Peter S. ; Arx, Urs von ; Schrimpf, Andreas ; Wagner, Alexander F. ; Ziegler, Andreas |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Capital-Asset-Pricing-Modell | Internationaler Aktienmarkt | Risikofaktor | Risk Factors | Größe | size | Wertanalyse |
Extent: | 513024 bytes 54 p. application/pdf |
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Series: | Research Paper Series ; N°10 – 58 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C89 - Data Collection and Data Estimation Methodology; Computer Programs. Other ; G12 - Asset Pricing ; G15 - International Financial Markets ; Financial theory ; Equity financing ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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