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Сэдвээр нь харах "Residual Momentum, Three Factor Model, Residual Reversal, Stock Market"

Сэдвээр нь харах "Residual Momentum, Three Factor Model, Residual Reversal, Stock Market"

Ангилах: Дэс дараа: Үр дүн:

  • Residual Momentum or Residual Reversal Empirical Evidence of Taiwan Stock Market 
    Түвшинбаяр, Нандинцэцэг; Зууннаст, Минжин (2020-06-26)
    Based on the approach proposed by Blitz et al. (2013), we examined the performance of the firm portfolios constructed by the residual returns from the Fama-French three factor model (Fama and French, 1993) by sampling the ...