The role of shorting, firm size, and time on market anomalies
Year of publication: |
2013
|
---|---|
Authors: | Israel, Ronen ; Moskowitz, Tobias J. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 108.2013, 2, p. 275-301
|
Publisher: |
Elsevier |
Subject: | Asset pricing | Market anomalies | Market efficiency | Size | Value | Momentum |
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