Can tail risk explain size, book‐to‐market, momentum, and idiosyncratic volatility anomalies?
| Year of publication: |
2019
|
|---|---|
| Authors: | Aboura, Sofiane ; Arisoy, Y. Eser |
| Published in: |
Journal of Business Finance & Accounting. - Wiley, ISSN 1468-5957, ZDB-ID 2020001-8. - Vol. 46.2019, 9-10 (10.09.), p. 1263-1298
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jbfa.12403 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012093250