Fact, Fiction, and the Size Effect-Reference-Cited by-同舟云学术

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Fact, Fiction, and the Size Effect

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Alquist Ron,Israel Ronen,Moskowitz Tobias J.

Publisher

Elsevier BV

Reference63 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. Fact, Fiction, and Momentum Investing;C Asness;Journal of Portfolio Management,2014

4. Fact, Fiction, and Value Investing;C Asness;Journal of Portfolio Management,2015

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Factor Investing in Credit;SSRN Electronic Journal;2019

2. Age Matters;SSRN Electronic Journal;2019

3. Optimal Timing and Tilting of Equity Factors;SSRN Electronic Journal;2018

4. Smart-Beta Herding and Its Economic Risks: Riding the Dragon?;SSRN Electronic Journal;2018

5. Slow Trading and Stock Return Predictability;SSRN Electronic Journal;2015

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