Koby Shemer

AlphaBeta

Director

21 Nisim Aloni 3301

Tel Aviv, 66545

Israel

SCHOLARLY PAPERS

2

DOWNLOADS

111

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Is there Momentum in Factor Premia? Evidence from International Equity Markets

Research in International Business and Finance (2018) Volume 46 Pages 120-130
Number of pages: 22 Posted: 01 Mar 2019
Adam Zaremba and Koby Shemer
Montpellier Business School and AlphaBeta
Downloads 111 (293,682)
Citation 2

Abstract:

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momentum, factor premium, asset pricing, value, size, quality, low-volatility, style momentum, performance persistence, international equity markets, market efficiency, return predictability

2.

Scaling Up Market Anomalies

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2017.26.3.089
Posted: 21 May 2019
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance, Hebrew University of Jerusalem and AlphaBeta

Abstract:

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Momentum, anomaly