The role of shorting, firm size, and time on market anomalies
Ronen Israel; Tobias J. Moskowitz
| Year of publication: |
2013
|
|---|---|
| Authors: | Israel, Ronen ; Moskowitz, Tobias J. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 108.2013, 2, p. 275-301
|
| Subject: | Asset pricing | Market anomalies | Market efficiency | Size | Value | Momentum | Betriebsgröße | Firm size | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM |
| 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/10009749340