Model Comparison in French Stock Returns

Author:

O’Connell Michael

Publisher

CAIRN

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. The Devil in HML’s Details;Asness Clifford;The Journal of Portfolio Management

2. Which Alpha?;Barillas Francisco;The Review of Financial Studies

3. Model Comparison with Sharpe Ratios;Barillas Francisco;Journal of Financial and Quantitative Analysis

4. From efficient markets to adaptive markets: Evidence from the French stock exchange;Boya Christophe M.;Research in International Business and Finance

5. Does board gender diversity affect firm risk-taking? Evidence from the French stock market;Bruna Maria Giuseppina;Journal of Management and Governance

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