Fahiz Baba Yara

New University of Lisbon - Nova School of Business and Economics

Campus de Campolide

Lisbon, 1099-032

Portugal

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Value Return Predictability Across Asset Classes and Commonalities in Risk Premia

Number of pages: 82 Posted: 17 Oct 2017 Last Revised: 21 Nov 2019
Fahiz Baba Yara, Martijn Boons and Andrea Tamoni
New University of Lisbon - Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 905 (26,600)
Citation 1

Abstract:

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Value Premium, Value Spread, Global Asset Pricing, Return Predictability, Alternative Assets, Common and Asset-Class-Specific Value

2.

New and Old Sorts: Implications for Asset Pricing

Number of pages: 69 Posted: 06 Mar 2020 Last Revised: 12 Mar 2020
Fahiz Baba Yara, Martijn Boons and Andrea Tamoni
New University of Lisbon - Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 40 (444,603)

Abstract:

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Characteristic-Based Return Predictability, Horizon, Pricing Errors, Tests of Asset Pricing Models, Factors