Unpublished
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications



Publication Details
Authors:
Schmidt, P.; von Arx, U.; Schrimpf, A.; Wagner, A.; Ziegler, A.
Publisher:
Swiss National Science Foundation
Publication year:
2011
Journal:
NCCR FINRISK Working Paper
Pages range:
TBD
Volume number:
670



Authors/Editors

Last updated on 2019-25-07 at 13:47