Artmann, Sabine; Finter, Philipp; Kempf, Alexander; … - Institut für Finanzmarktforschung, Wirtschafts- und … - 2010
momentum factor) as well as returns of portfolios which are single- and double-sorted according to market beta, size, book …-to-market, and momentum. Second, we use this data set to perform asset pricing tests for the German equity market. Specifically, we …