Data-driven investigation into anomaly trading strategies : evidence with econometrics

Jordan French

Year of publication:	2019
Authors:	French, Jordan
Subject:	Factor effects \| arbitrage pricing theory \| asset-pricing anomalies \| Fama–Macbeth regression \| efficient market hypothesis \| small country effect \| Theorie \| Theory \| CAPM \| Effizienzmarkthypothese \| Efficient market hypothesis \| Regressionsanalyse \| Regression analysis \| Schätzung \| Estimation \| Arbitrage Pricing \| Arbitrage pricing \| Portfolio-Management \| Portfolio selection \| Börsenkurs \| Share price \| Ökonometrie \| Econometrics \| Kapitaleinkommen \| Capital income

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012126157