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Domestic and International Factor Constructioin Sandy Lai Date: January 28, 2011 We estimate the international version of the Carhart[removed]four-factor model. For each country, we construct a domestic and international
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Document Date: 2013-04-22 12:17:34
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Country
United States /
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Person
Sandy Lai /
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Position
Rt /
Rt and Rt /
HB /
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PublishedMedium
Journal of Finance /
Journal of Financial Economics /
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Technology
Dom /
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URL
http /
SocialTag
Financial ratios
Stock market
Stock market index
Market capitalization
Momentum investing
Kenneth French
Stock and flow
Rate of return
Economics
Financial economics