Fieberg, Christian; Varmaz, Armin; Poddig, Thorsten - In: Business research 9 (2016) 1, pp. 27-50
The characteristics book-to-market equity ratio, size and momentum are highly correlated with the average returns of common stocks. Fama and French (J Financ Econ 33(1):3-56, 1993), (J Finance 50(1):131-155, 1995) and (J Finance 51(1):55-84, 1996) argue (for size and the book-to-market equity...
