Title:Revisiting the three factor model in light of circular behavioural simultaneities Author(s):BEKIROS, Stelios D.; LOUKERIS, Nikolaos; ELEFTHERIADIS, Iordanis; UDDIN, Gazi SalahDate:2018Citation:
- Review of behavioral finance, 2018, Vol. 10, No. 3, pp. 210-230
Type:ArticleAbstract:Purpose The authors construct asset portfolios comprising small-sized companies and value stocks that provide with higher returns for the UK market based on a three-factor model with incorporated behavioural features. The ...