Anomalies and the expected market return
Year of publication: |
2022
|
---|---|
Authors: | Xi, Dong ; Li, Yan ; Rapach, David E. ; Zhou, Guofu |
Subject: | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Querschnittsanalyse | Cross-section analysis | USA | United States | 1970-2017 |
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