Browsing Volumen 22. Número 1 (2022) by Author "Alonso Conde, Ana B."
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Trends in the explanatory power of factor-based asset pricing models in determining the cost of capital
Alonso Conde, Ana B.; Rojo Suárez, Javier (Instituto de Economía Aplicada a la Empresa (Universidad del País Vasco UPV/EHU), 2022-02-10)[EN] The recent research on asset pricing shows that the higher liquidity that results from the globalization of financial markets has significantly reduced the returns tied to many market anomaly-based strategies. However, ...