Wen-Shen Li

National Central University at Taiwan - Department of Finance

No. 300, Jhongda Rd, Jhogli City, Taoyuan, Taiwan,

Jhongli, TY 32001

Taiwan

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Scholarly Papers (1)

1.

Do Macroeconomic Factors Subsume Market Anomalies in Long Investment Horizons?

EFMA 2004 Basel Meetings Paper
Number of pages: 40 Posted: 09 Jun 2004
National Central University, National Central University at Taiwan - Department of Finance, University of Hawaii - Shidler College of Business and Ming Chuan University - Department of Economics
Downloads 216 (140,328)

Abstract:

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investment horizon, beta, size, book-to-market equity, CAPM, macroeconomic factors