• Graduate program
  • Research
  • News
  • Events
    • Summer School
      • Climate Change
      • Gender in Society
      • Inequalities in Health and Healthcare
      • Business Data Science Summer School Program
      • Receive updates
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
    • Climate Change
    • Gender in Society
    • Inequalities in Health and Healthcare
    • Business Data Science Summer School Program
    • Receive updates
  • Alumni
  • Magazine

13-180/IV - The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns

  • Authors
    Victoria Atanasov, VU University Amsterdam; Thomas Nitschka, Swiss National Bank, Switzerland
  • Publication date
    November 7, 2013
  • Keywords
    international stock returns, size, value, momentum
  • JEL
    G11, G12
Download here