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PAPER PROFITS FROM VALUE, SIZE AND MOMENTUM: EVIDENCE FROM THE POLISH MARKET
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(81)90018-0openalex-snapshot
The relationship between return and market value of common stocks
inferredcites →https://doi.org/10.1016/0304-405x(81)90019-2openalex-snapshot
Misspecification of capital asset pricing
inferredcites →https://doi.org/10.1016/0304-405x(83)90030-2openalex-snapshot
Stock return seasonalities and the tax-loss selling hypothesis
inferredcites →https://doi.org/10.1016/0304-405x(83)90056-9openalex-snapshot
Biases in computed returns
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2012.05.011openalex-snapshot
Size, value, and momentum in international stock returns
inferredcites →https://doi.org/10.1016/s0304-405x(00)00056-8openalex-snapshot
Can book-to-market, size and momentum be risk factors that predict economic growth?
inferredcites →https://doi.org/10.1016/s0304-405x(03)00176-4openalex-snapshot
Predicting stock price movements from past returns: the role of consistency and tax-loss selling
inferredcites →https://doi.org/10.1080/00128775.2015.1034059openalex-snapshot
Value, Size, Momentum, and Unique Role of Microcaps in CEE Market Stock Returns
inferredcites →https://doi.org/10.1080/10293523.2015.1060747openalex-snapshot
Country selection strategies based on value, size and momentum
inferredcites →https://doi.org/10.1111/0022-1082.00080openalex-snapshot
Value versus Growth: The International Evidence
inferredcites →https://doi.org/10.1111/0022-1082.00151openalex-snapshot
Local Return Factors and Turnover in Emerging Stock Markets
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-snapshot
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/1468-036x.00077openalex-snapshot
The Role of Beta and Size in the Cross‐Section of European Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-snapshot
Does the Stock Market Overreact?
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04642.xopenalex-snapshot
Fundamentals and Stock Returns in Japan
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-snapshot
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04773.xopenalex-snapshot
The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01371.xopenalex-snapshot
Dissecting Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01418.xopenalex-snapshot
Average Returns, B/M, and Share Issues
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01532.xopenalex-snapshot
Individualism and Momentum around the World
inferredcites →https://doi.org/10.1515/9781400830213openalex-snapshot
The Econometrics of Financial Markets
inferredcites →https://doi.org/10.2139/ssrn.1692645openalex-snapshot
Size, Value and Liquidity: Do They Really Matter on an Emerging Stock Market?
inferredcites →https://doi.org/10.2139/ssrn.2375454openalex-snapshot
Are Value, Size and Momentum Premiums in CEE Emerging Markets Only Illusionary?
inferredcites →https://doi.org/10.2139/ssrn.2396884openalex-snapshot
Cross-Sectional Asset Pricing Models for the Polish Market
inferredcites →https://doi.org/10.2307/j.ctt7skm5openalex-snapshot
The Econometrics of Financial Markets
inferredcites →https://doi.org/10.3905/jpm.1985.409007openalex-snapshot
Persuasive evidence of market inefficiency
inferredcites →https://doi.org/10.59139/ps.2010.04.9openalex-snapshot
The CAPM and Fama-French Models in Poland
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2396884openalex-extracted
Cross-Sectional Asset Pricing Models for the Polish Market
inferred← citeshttps://doi.org/10.1515/ijme-2017-0017openalex-snapshot
Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?
inferred← citeshttps://doi.org/10.61506/02.00115openalex-snapshot
The Validity and Reliability Performance Evaluation of the Fama-French Six Risk Premium Factors Model: Evidence from the Capital Stock Market of Pakistan
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