A new perspective on the size, value, and momentum effects: Broad sample evidence from Europe
James Foye
| Year of publication: |
2016
|
|---|---|
| Authors: | Foye, James |
| Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 15.2016, 2, p. 222-251
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| Subject: | Three-factor model | Capital asset pricing | Four-factor model | Momentum premium | Size premium | Value premium | CAPM | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Europa | Europe | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Betriebsgröße | Firm size |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/RAF-05-2015-0065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011586347