Risk-based explanation for the country-level size and value effects
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More about this item
KeywordsValue premium; Size premium; Small-market effect; Country selection strategies; Country-level anomalies; International asset pricing; Pricing of risk; Country risk;
- F30 - International Economics - - International Finance - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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