Size and value premium in international portfolios: evidence from 15 european countries
Skúmanie výkonnosti 15 európskych akciových trhov. Roztriedenie akcií do portfólií podľa trhovej kapitalizácie a pomeru trhovej ceny akcie k účtovnej hodnote. Trojfaktorový model Fama-French. Závislé a nezávislé premenné modelu. Oceňovanie aktív.
Salvato in:
| Autore principale: | |
|---|---|
| Altri autori: | |
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: Size and value premium in international portfolios: evidence from 15 european countries
- Low Risk Anomaly and Coskewness: Evidence from Europe
- Inadequate Stock Price Reactions; Evidence from Prague Stock Exchange
- Does stock liquidity explain the premium for stock price momentum?
- Are value, size and momentum premiums in CEE emerging markets only illusionary?
- Minimum variance portfolios in the German stock market
- <The> global financial crisis and stock returns: evidence from the Czech Republic, Hungary and Poland