A new family of equity style indices and mutual fund performance : do liquidity and idiosyncratic risk matter?
Niklas Wagner; Elisabeth Winter
| Year of publication: |
2013
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|---|---|
| Authors: | Wagner, Niklas F. ; Winter, Elisabeth |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 21.2013, p. 69-85
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| Subject: | Asset pricing anomalies | Risk factors | Mutual fund performance | Value and growth | Idiosyncratic risk | Liquidity | Kapitalmarkttheorie | Financial economics | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745292