A New Look at the Fama-French Model : Evidence Based on Expected Returns
Year of publication: |
2014
|
---|---|
Authors: | Hanauer, Matthias X. |
Other Persons: | Jäckel, Christoph (contributor) ; Kaserer, Christoph (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 27, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2082108 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Size, value, and momentum in Polish equity returns : local or international factors?
Zaremba, Adam, (2017)
-
The Momentum Effect in Country-Level Stock Market Anomalies
Zaremba, Adam, (2019)
-
Risk or Mispricing? Cross-Country Evidence on the Cross-Section of Stock Returns
Dong, Mike, (2019)
- More ...
-
Hanauer, Matthias X., (2015)
-
Jäckel, Christoph, (2013)
-
Analystenschätzungen und zeitvariable Marktrisikoprämien
Jäckel, Christoph, (2013)
- More ...