The magic formula : Value, profitability, and the cross-section of global stock returns
Year of publication: |
2021
|
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Authors: | Blackburn, Douglas W. ; Cakici, Nusret |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 2, p. 52-88
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Subject: | Return predictability | profitability | value | magic formula | cross-section of returns | Kapitaleinkommen | Capital income | Theorie | Theory | Rentabilität | Profitability | Gewinn | Profit | CAPM | Börsenkurs | Share price |
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