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Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Cakici, Nusret; Tan, Sinan - In: Journal of international money and finance 44 (2014), pp. 179-209
Persistent link: https://www.econbiz.de/10010391061
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A further examination of the price and volatility impact of stock dividends at ex-dates
Balachandran, Balasingham; Faff, Robert W.; Tanner, Sally - In: Australian economic papers 44 (2005) 3, pp. 248-268
Persistent link: https://www.econbiz.de/10003092334
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Do the size, value, and momentum factors drive stock returns in emerging markets?
Cakici, Nusret; Tang, Yi; Yan, An - In: Journal of international money and finance 69 (2016), pp. 179-204
Persistent link: https://www.econbiz.de/10011711908