The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns
Year of publication: |
2013
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Authors: | Atanasov, Victoria ; Nitschka, Thomas |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | international stock returns | size | value | momentum |
Series: | Tinbergen Institute Discussion Paper ; 13-180/IV/DSF66 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 775184748 [GVK] hdl:10419/87572 [Handle] RePEc:dgr:uvatin:20130180 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Atanasov, Victoria, (2013)
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Atanasov, Victoria, (2013)
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Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?
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Atanasov, Victoria, (2013)
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