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Diana Olteanu-Veerman

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

350

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Decompose Composite Equity Issuance Anomaly

Number of pages: 4 Posted: 23 Sep 2019 Last Revised: 31 Oct 2019
Daniel Fang and Diana Olteanu-Veerman
Northern Trust Asset Management and affiliation not provided to SSRN
Downloads 350 (213,020)

Abstract:

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Composite Equity Issuance, CEI, Anomaly, Share Change, Dividend Yield, Stock Return, Prediction, Intangible Return

2.

The Case for Factor Investing in China A

Posted: 21 Apr 2020
Daniel Fang and Diana Olteanu-Veerman
Northern Trust Asset Management and affiliation not provided to SSRN

Abstract:

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China A, Chinese Stock Market, A Shares, Factor, Multi-Factor, Factor Investing, Size, Value, Quality, Low Vol, Momentum, Sentiment