A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?
| Year of publication: |
2013
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|---|---|
| Authors: | Wagner, Niklas ; Winter, Elisabeth |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 21.2013, p. 69-85
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