Investment based on size, value, momentum and income measures : a study in the Taiwan stock market
| Year of publication: |
2022
|
|---|---|
| Authors: | Lu, Richard ; Wang, Jai-Jen ; Wong, Wing Keung |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 17.2022, 4, Art.-No. 2250027, p. 1-33
|
| Subject: | contrarian | gross profitability | long-short strategy | momentum | Operating profitability | size | value | Taiwan | Rentabilität | Profitability | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
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