Is the Return of Value Strategy Affected by Macroeconomic Variables? - Evidence from Stock Markets in the U.S.
Author(s)
Kuang, Cheng
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2017
Date Awarded
2017
Creator
Kuang, Cheng
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
Masters
Course Name
Risk Management and Financial Engineering