Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Nusret Cakici; Sinan Tan
| Year of publication: |
2014
|
|---|---|
| Authors: | Cakici, Nusret ; Tan, Sinan |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 44.2014, p. 179-209
|
| Subject: | Developed international equity markets | Value effect | Momentum effect | Macroeconomic risk | Liquidity risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Entwicklungsländer | Developing countries | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity | CAPM | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010391061