Fama French factors and US stock return predictability
Ekaterini Panopoulou; Sotiria Plastira
| Year of publication: |
2014
|
|---|---|
| Authors: | Panopulu, Aikaterinē ; Plastira, Sotiria |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 2, p. 110-128
|
| Subject: | Fama French factors | out-of-sample forecasts | momentum | reversal | return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Frankreich | France | CAPM | Schätzung | Estimation | USA | United States | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Prognose | Forecast |
| 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/10010384800