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Can tail risk explain size, book‐to‐market, momentum, and idiosyncratic volatility anomalies?
Aboura, Sofiane, Arisoy, EserLanguage:
english
Journal:
Journal of Business Finance & Accounting
DOI:
10.1111/jbfa.12403
Date:
August, 2019
File:
PDF, 1.34 MB
english, 2019