Size and Value Anomalies under Regime Shifts

Size and Value Anomalies under Regime Shifts

Guidolin, M., Timmermann, A.
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Volume:
6
Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbm021
Date:
December, 2007
File:
PDF, 1.13 MB
english, 2007
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