[PDF] Top 20 Size, book-to-market, and momentum during the business cycle
Has 10000 "Size, book-to-market, and momentum during the business cycle" found on our website. Below are the top 20 most common "Size, book-to-market, and momentum during the business cycle".
Size, book-to-market, and momentum during the business cycle
... HML, and MOM as proxies for macroeconomic risks? The negative returns of SMB around peaks underline the poor returns of small caps during upper economic turning ...points. The ... Voir le document complet
15
Financing Constraints, Product Market Competition, and Business Cycle Sensitivity
... tors and the momentum fa ...returns and use all rms that satisfy our fundamentals data requirements and have returns ...at the end of June of year t, based on year t-1 se tor ... Voir le document complet
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Product Market Concentration, Financing Constraints, and Firms' Business Cycle Sensitivity
... 4: The impact of financing constraints on business cycle sensitivity of annual firm ...trend and a constant. In columns (2)-(6) we interact the macro variables with a lagged indicator ... Voir le document complet
33
The Financial Cycle and the Business Cycle : it Takes Two to Tango
... of the housing bubble relative to the wealth and accelerator effects, on the premise that mortgage origination in- creased proportionally across the whole income distribution ... Voir le document complet
250
Business Cycle and Stock Market Volatility: A Particle Filter Approach
... frequency and time span for financial data is motivated by the need to address the issue from a long-term ...(2001)) and in macroeconometric studies the use of latent variable ... Voir le document complet
44
Beta and Size Revisited: Evidence from the French Stock Market
... Kim and Burnie (2002) drove the hypothesis according to which size effect might be driven by the economic ...Masmoudi and Suret (2002) also pointed out that risk premiums vary ... Voir le document complet
9
Size and book to market effects: further evidence from the French case
... capitalizations and high book to market ratio. In addition to these results on the extremes, the coefficient α i is not significantly different from zero; which makes it ... Voir le document complet
51
Size and book to market effects: further evidence from the French case
... in the beginning of their life-cycle can be classified, temporary, in small ...firms. The splits (three book to market groups and two size groups) are ...Fama ... Voir le document complet
34
Routine-Biased Technological Change and Hours Worked over the Business Cycle
... shaped the labor market of developed economies in the last four ...Autor and Dorn ( 2013 ) and Goos, Manning, and Salomons ( 2014 ) depicts a polarization of the labor ... Voir le document complet
51
Classical vs wavelet-based filters Comparative study and application to business cycle
... (1) The parameter ¸ is a factor of penalty allowing to control the smoothing of Y G t ...trend and a ‡uctuating cyclical component and ...Hodrick and Prescott recommend ... Voir le document complet
21
Dynamic factor model with non-linearities : application to the business cycle analysis
... sous la taille différente de l’échantillion. Malgré le fait que la méthode en deux étapes a été utilisée dans plusieurs études, à notre connaissance, aucune étude n’a montré que les estimations en deux étapes convergent ... Voir le document complet
187
The Market Size Effect in Endogenous Growth Reconsidered
... of the provided frameworks features a different class of additive preferences (directly explicitly additive - DEA - and indirectly explicitly additive - IEA), both ensuring variable price elasticity while ... Voir le document complet
22
The quantitative approach to business cycle in « X-Crise » group in the 1930's
... also to incorporate individual behaviours : “These "material" data will be much more interesting if one supplements them by analogous "personal" ...by the relative instantaneous variation of ... Voir le document complet
30
Three essays on the welfare costs of inflation and the business cycle
... (2015). In this paper, we have brought production networking as well as a pos- sible extended use of working capital by firms into an otherwise state-of-the-art me[r] ... Voir le document complet
202
Checking the Compliance of Business Process in Business Process Life Cycle
... of business process compliance. Based on the state of the art, we choose a theoretical basis and propose a solution that is also implemented in ...prototypes. The solutions do not ... Voir le document complet
11
Unemployment duration, city size, and the thightness of the labor market
... check the robustness of our results. Although our sample includes only the individuals having already worked and 90% of them do not move throughout the search period, there are some potential ... Voir le document complet
37
The Anglo-American business cycle, 1820-1860,
... The specie stock in the United States was determined by the price levels in both the United States and England, the capital flows from England to the United States (Oi) , and the supply [r] ... Voir le document complet
40
Numerical modeling of the links between earthquakes and landsliding during the seismic cycle : triggering processes, size distribution, and geological implications
... mechanics and relief constraints explains landslide size distribution ...areas, the numerous landslides triggered by earthquakes or storms, represent a major hazard and contribute significantly ... Voir le document complet
205
Business cycle variation in the risk-return trade-off
... Across Business Cycles: Mechanical Business Cycle Dates The table reports moments of excess returns obtained by the following investment strategy: in expansions (recessions), the ... Voir le document complet
36
The Business Cycle Implications of Reciprocity in Labor Relations
... 6.3 The response of prices and wages revisited Before closing, we inquire to what extent the reciprocity model and the wage contract model are capable of generating a sharp fall ... Voir le document complet
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