Sebastian Stöckl
Sebastian Stöckl
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international equity markets
Factor Chasing and the Cross-Country Factor Momentum Anomaly
A cross-country factor momentum strategy yields highly sigtnificant risk-adjusted returns and subsumes national
Merlin Bartel
,
Sebastian Stöckl
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Project
Frontiers of Factor Investing 2022
FEM 2022
Austrian Workshop on Banking and Finance 2021
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