Blar i Master Thesis på forfatter "Lapitskaya, Alexandra"
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The Nature of Asset Pricing Anomalies : Characteristics versus Covariances of Factor Exposures
Lapitskaya, Alexandra (Master thesis, 2021)In this thesis, I test whether the return premia associated with firm characteristics such as value, size, operating profitability, investment, momentum, and equity status are driven by firm characteristics or exposure to ...