Title of article :
Are Fama–French and momentum factors really priced?
Author/Authors :
Chu-Sheng Tai، نويسنده ,
Pages :
26
From page :
359
To page :
384
Keywords :
Pricing anomaly , ICAPM , Time-varying risk premium , Multivariate GARCH-M
Journal title :
Astroparticle Physics
Record number :
230830
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230830
