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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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2021
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| 在線閱讀: | 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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| 機構: | Singapore Management University |
| 語言: | English |