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 - Factor investing - Document - PDFSEARCH.IO

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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 Add to Reading List Document Date: 2013-04-22 12:17:34 Open Document File Size: 50,15 KB Share Result on Facebook Country United States / / Person Sandy Lai / / Position Rt / Rt and Rt / HB / / PublishedMedium Journal of Finance / Journal of Financial Economics / / Technology Dom / / 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

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 Add to Reading List