On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
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KeywordsRisk factors; value; size; momentum; international equity markets; asset pricing anomalies;
- C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other
- 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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