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Realized EquiCorrelation : a bird's-eye view of financial stress on equity markets
Aboura, Sofiane
;
Chavallier, Julien
- In:
Applied economics
47
(
2015
)
46/48
,
pp. 5013-5033
Persistent link: https://www.econbiz.de/10011318411
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Does aggregate uncertainty explain size and value anomalies?
Aboura, Sofiane
;
Arisoy, Yakup Eser
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3214-3230
Persistent link: https://www.econbiz.de/10011774674
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