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Market states and the risk-based explanation of the size premium
Hur, Jungshik; Pettengill, Glenn N.; Vivek Singh - In: Journal of empirical finance 28 (2014), pp. 139-150
Persistent link: https://www.econbiz.de/10011285079
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Validating empirically identified risk factors
Pettengill, Glenn N.; Chang, George - In: Journal of economics and finance 43 (2019) 1, pp. 162-179
Persistent link: https://www.econbiz.de/10012171017