Martin Linhart

Technische Universität München (TUM)

Arcisstrasse 21

Munich, 80333

Germany

SCHOLARLY PAPERS

1

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5

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1

Scholarly Papers (1)

1.

Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing?

Asia-Pacific Journal of Financial Studies, Forthcoming
Number of pages: 42 Posted: 08 Nov 2013 Last Revised: 18 Apr 2015
Matthias X. Hanauer and Martin Linhart
Robeco Asset Management - Quantitative Strategies and Technische Universität München (TUM)
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Citation 5

Abstract:

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emerging markets, integrated pricing, momentum premium, size premium, value premium