Unpublished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 |
