Commonality of cross-sectional asset pricing anomalies

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2022

Department

Rahoituksen laitos

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

91 + 4

Series

Description

Thesis advisor

Nyberg, Peter

Keywords

cross-sectional anomalies, predictor types, common information, information aggregation

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-202209115523

Collections

[gradu] Kauppakorkeakoulu / BIZ