"Extending the Fama and French model with a long term memory factor."

María Nieves López-García et al. (2021)

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DOI: 10.1016/J.EJOR.2019.07.071

access: closed

type: Journal Article

metadata version: 2021-04-09

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  - https://dblp.org/rec/journals/eor/Lopez-GarciaSGP21
María Nieves López-García, Juan Evangelista Trinidad Segovia, Miguel Ángel Sánchez Granero, Igor Pouchkarev:
Extending the Fama and French model with a long term memory factor. Eur. J. Oper. Res. 291(2): 421-426 (2021)

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