A new perspective on the size, value, and momentum effects: Broad sample evidence from Europe
Year of publication: |
2016
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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 | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | Europa | Europe | Betriebsgröße | Firm size | Portfolio-Management | Portfolio selection |
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