The nexus of anomalies-stock returns-asset pricing models: The international evidence
We study the international stock returns across Europe, Asia Pacific, North America, US, Japan, Global, and Global excluding US. We find there are value premiums in average stock returns across the regions. There is momentum return in all the regions except for Japan. With the exception of Japan, pr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-03-01
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| Series: | Borsa Istanbul Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845018300152 |