Can noise create the size and value effects?
Robert D. Arnott; Jason C. Hsu; Jun Liu; Harry Markowitz
| Year of publication: |
2015
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|---|---|
| Authors: | Arnott, Rob ; Hsu, Jason C. ; Liu, Jun ; Markowitz, Harry |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 11, p. 2569-2579
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| Subject: | noise | size effect | value effect | Betriebsgröße | Firm size | Börsenkurs | Share price | Noise Trading | Noise trading | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10011409071