Global Equity Fund Performance Evaluation with Equity and Currency Style Factors-Reference-Cited by-同舟云学术

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Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Gallagher David R.,Harman Graham,Schmidt Camille,Warren Geoff

Publisher

Elsevier BV

Reference53 articles.

1. Asset pricing with liquidity risk;V V Acharya;Journal of Financial Economics,2005

2. Illiquidity and stock returns: cross-section and time-series effects;Y Amihud;Journal of Financial Markets,2002

3. The illiquidity premium: international evidence;Y Amihud;Journal of Financial Economics,2015

4. Multicurrency performance attribution;E Ankrim;Financial Analysts Journal,1994

5. Value and momentum everywhere;C S Asness;Journal of Finance,2013

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