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~subject:"Theorie"
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Disentangling size from moment...
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Theorie
Momentum
523
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478
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476
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410
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406
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321
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Hong, Seok Young
4
Linton, Oliver
4
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4
Zhang, Hui Jun
4
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3
Bottazzi, Giulio
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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Journal of financial markets
6
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5
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4
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3
CEMMAP working papers / Centre for Microdata Methods and Practice
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
134
EconStor
2
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1
Portfolio overlapping bias in tests of the Fama-French three-factor model
Tauscher, Kathrin
;
Wallmeier, Martin
- In:
European financial management : the journal of the …
22
(
2016
)
3
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011711717
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2
Fama-French five-factor asset pricing model : empirical evidence from Indian stock market
Tripathi, Vanita
;
Singh, Pardeep
- In:
International journal of business and globalisation : IJBG
27
(
2021
)
1
,
pp. 70-91
Persistent link: https://www.econbiz.de/10012505788
Saved in:
3
Is the "average Pigouvian tax" robust to the size of the group of polluters?
Sarr, Hamet
;
Bchir, Mohamed Ali
;
Cochard, François
; …
- In:
Review of agricultural, food and environmental studies
102
(
2021
)
3
,
pp. 285-295
Persistent link: https://www.econbiz.de/10012621445
Saved in:
4
Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
5
Santa Claus Rally and firm size
Washer, Kenneth M.
;
Nippani, Srinivas
;
Johnson, Robert R.
- In:
Managerial finance
42
(
2016
)
8
,
pp. 817-829
Persistent link: https://www.econbiz.de/10011572386
Saved in:
6
Equally weighted portfolios vs value weighted portfolios : reasons for differing betas
Pae, Yuntaek
;
Sabbaghi, Navid
- In:
Journal of financial stability
18
(
2015
),
pp. 203-207
Persistent link: https://www.econbiz.de/10011574149
Saved in:
7
Do valuation multiples reflect a size effect?
Cornell, Bradford
;
Gokhale, Rajiv
- In:
Journal of business valuation and economic loss analysis
13
(
2018
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011856294
Saved in:
8
Are standard asset pricing factors long-range dependent?
Auer, Benjamin R.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Saved in:
9
Monetary policy and stock valuation : structural VAR identification and size effects
Kontonikas, Alexandros
;
Zekaite, Zivile
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 837-848
Persistent link: https://www.econbiz.de/10011907951
Saved in:
10
Liquidity risk and expected stock returns in Korea : a new approach
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 704-738
Persistent link: https://www.econbiz.de/10009705219
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