Work

Value Return Predictability across Asset Classes and Commonalities in Risk Premia

Year: 2020

Type: article

Source: European Finance Review

DOI: 10.1093/rof/rfaa011

Authors: Fahiz Baba Yara, Martijn Boons, Andrea Tamoni

Institutions: Nova Southeastern University, NOVA School of Business and Economics, Rutgers, The State University of New Jersey

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123540679

FWCI: 4.676

Cites: 60

Cited by: 38

Related to: 10