FAANG stocks

FAANG stocks

A portfolio of FAANG stocks does not show remarkable outperformance after the acronym was coined. Monthly returns attenuate by more than half after controlling for common factor exposures using traditional or modern asset-pricing models. Alphas in the post-acronym period are not always statistically...

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Bibliographic Details
Main Author: LOH, Roger
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
FANG stocks
FAANG stocks
Extrapolative beliefs
Comovement
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6902
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7901/viewcontent/SSRN_id3938244.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/6902
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7901/viewcontent/SSRN_id3938244.pdf

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