Tizian Otto

University of Hamburg

MoorweidenstraƟe 18

Hamburg, 20148

Germany

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Scholarly Papers (1)

1.

Predictability and the Cross-Section of Expected Returns: Evidence from the European Stock Market

Number of pages: 43 Posted: 19 Aug 2019 Last Revised: 24 Nov 2019
University of Hamburg, University of Hamburg, M.M. Warburg & Co and University of Hamburg
Downloads 107 (262,940)

Abstract:

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characteristics-based asset pricing, factor timing, active trading strategy