Dimson, Elroy (contributor); Nagel, Stefan (contributor); … - 2001 - [Elektronische Ressource]
/COMPUSTAT database.
While there have been studies of the value effect outside of the US, for example Capaul,
Rowley, and … Sharpe (1993) and Fama and French (1998), these studies have used data
sets with relatively short time frame and limited to … over
a long time period.
Data
In studies of the historical performance of investment strategies data mining and …