Anomaly or Possible Risk Factor? Some Simple Tests

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HOLCBLAT, Benjamin; Lioui, Abraham; Weber, Michael

2023 • CEPR/Study Center Gerzensee European Summer Symposium in Financial Markets

Peer reviewed

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https://hdl.handle.net/10993/58852

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Disciplines :

Finance

Author, co-author :

HOLCBLAT, Benjamin ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

Lioui, Abraham; EDHEC Business School > Department of Finance

Weber, Michael; University of Chicago > Booth School of Business > Department of Finance

External co-authors :

yes

Language :

English

Title :

Anomaly or Possible Risk Factor? Some Simple Tests

Publication date :

17 July 2023

Event name :

CEPR/Study Center Gerzensee European Summer Symposium in Financial Markets

Event date :

17 July 2023

By request :

Yes

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 12 December 2023

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