Style-based effects on the Johannesburg Stock Exchange: A graphical time-series approach
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2013.11082552
Reference27 articles.
1. Asness C, Porter R and Stevens R. 2000. Predicting stock returns using industry-relative firm characteristics. [online] SSRN: http://ssrn.com/abstract=213872 or http://dx.doi.org/10.2139/ssrn.213872
2. Asness C and Frazzini A. 2011. The devil in HML's details. [online] SSRN: http://ssrn.com/abstract=2054749 or http://dx.doi.org/10.2139/ssrn.2054749
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