Open AccessAnalysis of Size and Momentum Anomalies in CAPM
Author(s) -
Ziqi Wan
Publication year - 2021
Publication title -
advances in economics, business and management research/advances in economics, business and management research
Language(s) - English
Resource type - Conference proceedings
eISSN - 2731-7854
pISSN - 2352-5428
DOI - 10.2991/assehr.k.211209.108
Subject(s) - momentum (technical analysis) , computer science , economics , financial economics