Applicability of Investment and Profitability Effects in Asset Pricing Models
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- Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012.
"An alternative three-factor model for international markets: Evidence from the European Monetary Union,"
Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1857-1864.
- Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012. "An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union," Working Papers on Finance 1202, University of St. Gallen, School of Finance.
- Aharoni, Gil & Grundy, Bruce & Zeng, Qi, 2013. "Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis," Journal of Financial Economics, Elsevier, vol. 110(2), pages 347-357.
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- Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020. "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, vol. 70(C).
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