Christian Jasperneite

M.M. Warburg & Co

Ferdinandstra├če 75

Hamburg, 20095

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Scholarly Papers (1)

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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
Wolfgang Drobetz, Rebekka Haller, Christian Jasperneite and Tizian Otto
University of Hamburg, University of Hamburg, M.M. Warburg & Co and University of Hamburg
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Abstract:

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