The size premium as a lottery
Richard J. McGee and Jose Olmo
| Year of publication: |
2021
|
|---|---|
| Authors: | McGee, Richard J. ; Olmo, Jose |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 1/2, p. 158-177
|
| Subject: | industry momentum | lottery | monotonicity tests | ranked sorted portfolios | risk factors | Size effect | Glücksspiel | Gambling | Portfolio-Management | Portfolio selection | CAPM | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | Tourismusregion | Tourism destination | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1644360 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424933