Trends in the explanatory power of factor-based asset pricing models in determining the cost of capital
The recent research on asset pricing shows that the higher liquidity that results from the globalization of financial markets has significantly reduced the returns tied to many market anomaly-based strategies. However, in general, that research does not evaluate the effects that the mitigation of ma...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidad del País Vasco (UPV/EHU)
2022-02-01
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| coleção: | Management Letters/Cuadernos de Gestión |
| Assuntos: | |
| Acesso em linha: | http://www.ehu.eus/cuadernosdegestion/revista/en/published-issues/articulo?year=2022&vol=22&num=1&o=4 |
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