Risk-based explanation for the country-level size and value effects
Adam Zaremba
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Zaremba, Adam |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 18.2016, p. 226-233
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| Subject: | Value premium | Size premium | Small-market effect | Country selection strategies | Country-level anomalies | International asset pricing | Pricing of risk | Country risk | CAPM | Risikoprämie | Risk premium | Länderrisiko | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Betriebsgröße | Firm size | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.04.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657029