Search Results - subject:"HML"

Value premium in japanese market : statistical (re)appraisal

Cadamuro, Leonardo; Iwaisako, Tokuo - 2023

Persistent link: https://www.econbiz.de/10014342240

How does the six-factor model do in explaining the relationship between return and risk on the Indonesia stock exchange?

Florensia, Claudia; Susanti, Neneng - 2020

Persistent link: https://www.econbiz.de/10012591823

HML and SMB Premiums in the Recent Scholar Literature – Magnitude and Nature

Buus, Tomáš - In: Český finanční a účetní časopis 2008 (2008) 2, pp. 31-41

This paper deals with the nature and height of HML and SMB premiums from the point of view of recent literature on … the case of HML it is not false causality rather than premium. Even though several authors find narrow relationship … between risk and HML premium, opinions form a wide range and the discussion still goes on. We consider implied cost of capital …

Persistent link: https://www.econbiz.de/10011194719

Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case

Jammazi, Rania; Aloui, Chaker - Institut de Préparation à l'Administration et à la … - 2014

The purpose of this paper is to question the traditional conventional view on the exchange rate targeting that real shocks have

Persistent link: https://www.econbiz.de/10010754753