On the interaction between momentum effect and size effect
Year of publication: |
2015
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Authors: | Alhenawi, Yasser |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 26.2015, p. 36-46
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Subject: | Momentum | Size | Asset pricing | Risk factors | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Betriebsgröße | Firm size | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market |
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