Size and Momentum Profitability in International Stock Markets
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- Schmidt, Peter S. & Schrimpf, Andreas & von Arx, Urs & Wagner, Alexander F & Ziegler, Andreas, 2015. "Size and Momentum Profitability in International Stock Markets," CEPR Discussion Papers 10804, C.E.P.R. Discussion Papers.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015.
"Has the Pricing of Stocks Become More Global?,"
Swiss Finance Institute Research Paper Series
15-48, Swiss Finance Institute, revised Apr 2016.
- Petzev, Ivan & Schrimpf, Andreas & Wagner, Alexander F, 2015. "Has the Pricing of Stocks Become More Global?," CEPR Discussion Papers 10966, C.E.P.R. Discussion Papers.
- Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2016. "Has the pricing of stocks become more global?," BIS Working Papers 560, Bank for International Settlements.
- Galvani, Valentina & Li, Lifang, 2018. "The Momentum Effect for Canadian Corporate Bonds," Working Papers 2018-16, University of Alberta, Department of Economics.
- repec:jfr:ijfr11:v:9:y:2018:i:1:p:8-30 is not listed on IDEAS
More about this item
KeywordsInternational equity markets; momentum; size; asset pricing anomalies; transaction costs;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2016-07-30 (Financial Markets)
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