A new perspective on the size, value, and momentum effects Broad sample evidence from Europe

James Foye*

*Corresponding author for this work

    Research output: Contribution to journalReview articlepeer-review

    2 Citations (SciVal)
    Original languageEnglish
    Pages (from-to)222-251
    Number of pages30
    JournalReview of Accounting and Finance
    Volume15
    Issue number2
    DOIs
    Publication statusPublished (VoR) - 2016

    Keywords

    • Capital asset pricing
    • Four-factor model
    • Momentum premium
    • Size premium
    • Three-factor model
    • Value premium

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