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The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Zaremba, Adam; Maydybura, Alina - In: Emerging markets review 38 (2019), pp. 219-238
Persistent link: https://www.econbiz.de/10012312748
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Assessing asset pricing anomalies
Groot, Wilma de - 2017
Persistent link: https://www.econbiz.de/10011862366
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Common risk factors in international stock markets
Schmidt, Peter S.; Arx, Urs von; Schrimpf, Andreas; … - In: Financial markets and portfolio management 33 (2019) 3, pp. 213-241
Persistent link: https://www.econbiz.de/10012427778
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An application of factor pricing models to the Polish stock market
Zaremba, Adam; Czapkiewicz, Anna; Szczygielski, Jan Jakub; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 9, pp. 2039-2056
Persistent link: https://www.econbiz.de/10012210940
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Digesting anomalies in emerging European markets : a comparison of factor pricing models
Zaremba, Adam; Czapkiewicz, Anna - In: Emerging markets review 31 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011803140
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Profitability and investment factors for UK asset pricing models
Nichol, Eoghan; Dowling, Michael - In: Economics letters 125 (2014) 3, pp. 364-366
Persistent link: https://www.econbiz.de/10010506019
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The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa - In: International journal of decision sciences, risk and … 5 (2013/14) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
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Is there a value premium in cryptoasset markets?
Liebi, Luca J. - 2022 - [Version] January 19, 2022
, including the market, size, and momentum factor ….1 percentage points higher weekly returns than cryptoassets with low active addresses to network value ratio, and comparable size …
Persistent link: https://www.econbiz.de/10012609730
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Sources of the value premium
Chinloy, Peter; Imes, Matthew; Liu, Wendy - In: Review of Pacific Basin financial markets and policies … 26 (2023) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10014365489
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On the interaction between momentum effect and size effect
Alhenawi, Yasser - In: Review of financial economics : RFE 26 (2015), pp. 36-46
Persistent link: https://www.econbiz.de/10011411959