Timing the Size Risk Premia
Author:
Publisher
CAIRN
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. Does aggregate uncertainty explain size and value anomalies?;Aboura Sofiane;Applied Economics,2017
2. Why has the size effect disappeared?;Ahn Dong-Hyun;Journal of Banking & Finance,2019
3. Fact, Fiction, and the Size Effect;Alquist Ron;The Journal of Portfolio Management,2018
4. What does the yield curve tell us about GDP growth?;Ang Andrew;Journal of Econometrics,2006
5. Is volatility risk priced in the securities market? Evidence from S&P 500 index options;Arisoy Yakup Eser;Journal of Futures Markets,2007
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