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subject:"Announcement effect"
~isPartOf:"Applied economics"
~isPartOf:"The review of financial studies"
~person:"Umutlu, Mehmet"
~subject:"Portfolio-Management"
~subject:"Risk premium"
~subject:"Welt"
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Announcement effect
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country-level anomalies
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Umutlu, Mehmet
Zaremba, Adam
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Applied economics
The review of financial studies
The North American journal of economics and finance : a journal of financial economics studies
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Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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