Anomalies, risk adjustment and seasonality : Australian evidence
Angel Zhong; Manapon Limkriangkrai; Philip Gray
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhong, Angel ; Manapon Limkriangkrai ; Gray, Philip K. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 35.2014, p. 207-218
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| Subject: | Market efficiency | Asset pricing | Anomaly | Size effect | Value premium | Momentum effect | Profitability premium | Seasonality | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Australien | Australia | Portfolio-Management | Portfolio selection | Rentabilität | Profitability | Risikoprämie | Risk premium | Schätzung | Estimation |
| 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/10010530242