[PDF][PDF] Risk–Return Anomalies: Evidence Based on the Co-Moment Augmented Fama–French Three-Factor Model in the Nigerian Stock Market
In this study, we provided an empirical testability of the FF3FM against the co-
momentaugmented FF3FM using the Newey–West GMM methods to account for potential …
momentaugmented FF3FM using the Newey–West GMM methods to account for potential …
[PDF][PDF] Essays on investor demand and asset prices
F Kunz - diglib.uibk.ac.at
This thesis addresses three different research questions, within individual articles, that are
related to the low-risk anomaly. All research questions are unified by their clear focus on …
related to the low-risk anomaly. All research questions are unified by their clear focus on …