Comparing anomalies using liquidity and earnings
| Year of publication: |
2020
|
|---|---|
| Authors: | Snigaroff, Robert ; Wroblewski, David ; Yoo, Sean Sehyun |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 18.2020, 3, p. 75-91
|
| Subject: | Asset pricing models | earnings | liquidity | anomalies | goodness of fit | cross-sectional performance | CAPM | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Lohn | Wages | Betriebliche Liquidität | Corporate liquidity | Kapitalmarkttheorie | Capital market theory | Schätzung | Estimation |
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