The Fama-French five-factor model plus momentum : evidence for the german market
Year of publication: |
2020
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Authors: | Dirkx, Philipp ; Peter, Franziska Julia |
Published in: |
Schmalenbach business review : sbr. - Basel : Springer International Publishing, ISSN 2194-072X, ZDB-ID 2142313-1. - Vol. 72.2020, 4, p. 661-684
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Subject: | Asset pricing | German stock market | Fama-French five-factor model | Schätzung | Estimation | Deutschland | Germany | Börsenkurs | Share price | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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