A risk-based explanation of return patterns : evidence from the Polish stock market
Antonina Waszczuk
| Year of publication: |
2013
|
|---|---|
| Authors: | Waszczuk, Antonina |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 15.2013, p. 186-210
|
| Subject: | CAPM anomalies | Return patterns | Warsaw Stock Exchange | Three-factor model | Momentum | Local risk factors | CAPM | Börsenhandel | Stock exchange trading | Polen | Poland | 2002-2011 |
| 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/10009748593