Is there momentum in factor premia? : evidence from international equity markets
Adam Zaremba, Jacob Shemer
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Zaremba, Adam ; Shemer, Jacob |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 46.2018, p. 120-130
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| Subject: | Momentum | Factor premium | Asset pricing | Value | Size | Quality | Low-volatility | Style momentum | Performance persistence | International equity markets | Market efficiency | Return predictability | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Welt | World | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983585