Work

Is there momentum in factor premia? Evidence from international equity markets

Year: 2017

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2017.12.002

Authors: Adam Zaremba, Jacob Shemer

Institutions: Poznań University of Economics and Business, Alphabet (United States)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Narodowe Centrum Nauki

OpenAlex ID: W2776958388

FWCI: 4.77

Cites: 35

Cited by: 31

Related to: 10