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Size and momentum profitability in international stock markets
Schmidt, Peter S.; Arx, Urs von; Schrimpf, Andreas; … - 2015 - This version: August 25, 2015
We study the link between the profitability of momentum strategies and firm size, drawing on an extensive dataset … covering 14 stock markets across the globe. International momentum profitability is markedly higher in medium-size than in big …
Persistent link: https://www.econbiz.de/10011412159
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Has the pricing of stocks become more global?
Petzev, Ivan; Schrimpf, Andreas; Wagner, Alexander F. - 2015
We show that in recent years global factor models have been catching up significantly with their local counterparts in terms of explanatory power (R2) for international stock returns. This catch-up is driven by a rise in global factor betas, not a rise in factor volatilities, suggesting that the...
Persistent link: https://www.econbiz.de/10011412487
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When banks grow too big for their national economies : tail risks, risk channels, and government Guarantees
Hagendorff, Jens; Keasey, Kevin; Vallascas, Francesco - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2041-2066
Persistent link: https://www.econbiz.de/10011959067
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Bank size and efficiency in developing countries : intermediation approach versus value added approach and impact of non-traditional activities
Karray, Sameh Charfeddine; Chichti, Jamel Eddine - 2013
-2003 period, we assess the effect of bank size on technical efficiency and its two components: pure technical and scale … inefficiency is mainly due to pure technical inefficiency for all size of banks except the largest banks for which we found high … equivalent in terms of overall technical efficiency for banks of all size classes except for those of the smallest size. However …
Persistent link: https://www.econbiz.de/10009755439
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The size effect in value and momentum factors : implications for the cross-section of international stock returns
Atanasov, Victoria; Nitschka, Thomas - 2013
capture patterns in returns on regional and global portfolios of stocks; (ii) size-effect models substantially outperform …
Persistent link: https://www.econbiz.de/10010224775
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Tourism specialization and economic output in small islands
Croes, Robertico - In: Tourism review : the official journal of the AIEST 68 (2013) 4, pp. 34-48
Persistent link: https://www.econbiz.de/10010226561
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The appeal of private targets in international acquisitions
Madura, Jeff; Susnjara, Jurica - In: Journal of international financial markets, … 24 (2013), pp. 198-222
Persistent link: https://www.econbiz.de/10009726399
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Size, productivity, and international banking
Buch, Claudia M.; Koch, Cathérine T.; Koetter, Michael - In: Journal of international economics 85 (2011) 2, pp. 329-334
Persistent link: https://www.econbiz.de/10009413543
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Overlapping portfolio holdings and unique sources of emerging market risk
Tomtosov, Aleksandr - In: Borsa Istanbul Review 24 (2024) 1, pp. 201-217
Momentum, size, and low volatility in emerging markets regularly exhibit increased correlations across factors and …
Persistent link: https://www.econbiz.de/10014494785
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Start-up microenterprise financing and financial performance of microfinance institutions
Adusei, Michael; Adeleye, Bosede Ngozi - In: Journal of small business and entrepreneurship : JSBE 36 (2024) 2, pp. 183-206
Persistent link: https://www.econbiz.de/10014511900