Size matters, if you control your junk
Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz, Lasse H. Pedersen
| Year of publication: |
September 2018
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|---|---|
| Authors: | Asness, Cliff ; Frazzini, Andrea ; Israel, Ronen ; Moskowitz, Tobias J. ; Pedersen, Lasse Heje |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 129.2018, 3, p. 479-509
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| Subject: | Factor models | Quality | Size premium | Kapitalmarktrendite | Capital market returns | Betriebsgröße | Firm size | Aktie | Share | Junk Bond | Junk bond | Qualität | Schätzung | Estimation | USA | United States | 1926-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982292