Which stocks drive the size, value, and momentum anomalies and for how long? Evidence from a statistical leverage analysis
Crossref DOI link: https://doi.org/10.1007/s11408-016-0263-y
Published Online: 2016-02-01
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aretz, Kevin
Aretz, Marc
Text and Data Mining valid from 2016-02-01
Version of Record valid from 2016-02-01
Article History
First Online: 1 February 2016