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Multifactor models and their consistency with the ICAPM
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial economics 106 (2012) 3, pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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Economic activity and momentum profits : further evidence
Maio, Paulo; Philip, Dennis - In: Journal of banking & finance 88 (2018), pp. 466-482
Persistent link: https://www.econbiz.de/10011962964
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Asset pricing implications of money : new evidence
Maio, Paulo; Silva, André C. - In: Journal of banking & finance 120 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012521478