Title of article
Are Fama–French and momentum factors really priced?
Author/Authors
Chu-Sheng Tai، نويسنده ,
Pages
26
From page
359
To page
384
Keywords
Pricing anomaly , ICAPM , Time-varying risk premium , Multivariate GARCH-M
Journal title
Astroparticle Physics
Record number
230830
Link To Document