Investing in Size and Book-to-market Portfolios Using Information About the Macroeconomy: Some New Trading Rules
Cooper, Michael J.; Gulen, Huseyin; Vassalou, Maria
- 期刊名称SSRN Electronic Journal
- 作者Cooper, Michael J.; Gulen, Huseyin; Vassalou, Maria
- 电子ISSN1556-5068
- 文件大小184.62KB
- 发表时间2001
- DOI10.2139/ssrn.265181