The relation between the value, size and momentum factors and future economic growth, evidence from three european developed markets
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URL
Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Authors
Date
2020
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
35
Series
Description
Thesis advisor
Nyberg, PeterKeywords
Fama-French model, GDP growth, momentum, regression