Bart van Vliet

Robeco Quantitative Investments

Weena 850

Rotterdam, 3011 AG

Netherlands

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 31,958

SSRN RANKINGS

Top 31,958

in Total Papers Downloads

2,027

SSRN CITATIONS
Rank 219,477

SSRN RANKINGS

Top 219,477

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

The Cross-Section of Stock Returns before 1926 (And Beyond)

Number of pages: 84 Posted: 24 Nov 2021 Last Revised: 31 Dec 2021
Guido Baltussen, Bart van Vliet and Pim van Vliet
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 2,027 (10,068)

Abstract:

Loading...

empirical asset pricing, return anomalies, machine learning, factor premiums, p-hacking, momentum, value, beta, low volatility, size