• Author/Authors

    Chu-Sheng Tai، نويسنده ,

  • DocumentNumber
    1161446
  • Title Of Article

    Are Fama–French and momentum factors really priced?

  • شماره ركورد
    1234
  • From Page
    359
  • NaturalLanguageKeyword
    Pricing anomaly , ICAPM , Time-varying risk premium , Multivariate GARCH-M
  • JournalTitle
    Studia Iranica
  • To Page
    384
  • To Page
    384
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=44&DC=1234