Work

Size and Value Anomalies under Regime Shifts

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.676545

Authors: Massimo Guidolin, Allan Timmermann

Institutions: University of Liverpool, Bocconi University, University of California San Diego, Centre for Economic Policy Research

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2011381095

Cites: 58

Cited by: 32

Related to: 10