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An anatomy of fundamental indexing
Moor, Lieven de; Liu, Fang; Sercu, Piet; Vinaimont, Tom - 2012
Persistent link: https://www.econbiz.de/10009540836
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Measuring the impact of extreme observations on CAPM alphas : some methodological issues
Moor, Lieven de; Sercu, Piet - In: Finance research letters 15 (2015), pp. 1-10
Persistent link: https://www.econbiz.de/10011552873
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On comparing zero-alpha tests across multifactor asset pricing models
Moor, Lieven de; Dhaene, Geert; Sercu, Piet - In: Journal of banking & finance 61 (2015) 2, pp. 235-240
Persistent link: https://www.econbiz.de/10011586907
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The smallest stocks are not just smaller : global evidence
Moor, Lieven de; Sercu, Piet - In: The European journal of finance 21 (2015) 1/3, pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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Subjectivity in sovereign credit ratings
Moor, Lieven de; Luitel, Prabesh; Sercu, Piet; Vanpée, … - In: Journal of banking & finance 88 (2018), pp. 366-392
Persistent link: https://www.econbiz.de/10011962937
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CAPM tests and alternative factor portfolio composition : getting the alpha's right
Moor, Lieven de; Sercu, Piet - 2005
Persistent link: https://www.econbiz.de/10002724142
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International portfolio diversification : do industry factors dominate country factors?
Moor, Lieven de; Sercu, Piet - 2005
Persistent link: https://www.econbiz.de/10002724170
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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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The smallest stocks are not just smaller : US and international evidence
Moor, Lieven de; Sercu, Piet - 2011
Persistent link: https://www.econbiz.de/10009485831