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| Tekijä: | Liew, J. Vassalou, M. |
| Otsikko: | Can book-to-market, size and momentum be risk factors that predict economic growth? |
| Lehti: | Journal of Financial Economics
2000 : AUG, VOL. 57:2, p. 221-245 |
| Asiasana: | Economic growth Risk management Gross National Product |
| Kieli: | eng |
| Tiivistelmä: | The authors test whether the profitability of HML (high minus low), and WML (winners minus losers) can be linked to future GDP (Gross Domestic Product) growth. Using data from ten countries, the authors find that HML and SMB (small minus big) contain significant information about future GDP growth. |
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