Are Value and Size Fundamentals Proxies for the Systematic Risk Factors

Bibliographic Data

ID19074940
AuthorsKateryna Shapovalova (0000-0001-6151-2139, corresponding author), Alexander Subbotin (Renaissance Services (United States)), Thierry Chauveau
Year2011
Publication date2011-01-01
Open AccessYes
TypeARTICLE
VenueSSRN Electronic Journal (REPOSITORY)
Journal identifiersISSN: 1556-5068 • E-ISSN: 1556-5068
PublisherRELX Group (Netherlands) (PUBLISHER • NL)
DOI10.2139/ssrn.1770728
OpenAlexW2210466662
LanguageEN
Citations received1

Tools

Open DOIOpen Access