U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters
Year of publication: |
2011-07
|
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Authors: | Rossi, Francesco |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | cross-sectional equities | idiosyncratic risk | U.K. equities | asset pricing | investability | Datastream | Bloomberg | sample selection | turnover | volume | equities | equity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing ; G11 - Portfolio Choice ; G15 - International Financial Markets ; G10 - General Financial Markets. General |
Source: |
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U.K. cross-sectional equity data: The case for robust investability filters
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UK cross-sectional equity data: The case for robust investability filters
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U.K. cross-sectional equity data: The case for robust investability filters
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