Author/Authors :
Chu-Sheng Tai، نويسنده ,
DocumentNumber :
1161446
Title Of Article :
Are Fama–French and momentum factors really priced?
شماره ركورد :
1223
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 :
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