FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4313550124> ?p ?o ?g. }

• W4313550124 endingPage "101872" @default.
• W4313550124 startingPage "101872" @default.
• W4313550124 abstract "This paper examines the dynamic relationships between the global six Fama–French and momentum factors and three types of shocks from the US: growth, monetary policy, and risk premium shocks. Cross-sectional tests suggest that the US shocks capture a significant portion of the six factors’ explanatory power. Investigating the dynamic relationships, we find that although the market portfolio and small-minus-big style appreciate in value in response to positive growth shocks, the remaining factors—high-minus-low, conservative-minus-aggressive, robust-minus-weak, and winning-minus-losing—are not responsive or respond positively to the negative shocks. Internationally, the factors can respond heterogeneously to the same shock. By mapping risks to returns, our work paves the way for a detailed exploration of the structural drivers of excess equity returns." @default.
• W4313550124 created "2023-01-06" @default.
• W4313550124 creator A5011621925 @default.
• W4313550124 creator A5032394768 @default.
• W4313550124 creator A5067501575 @default.
• W4313550124 date "2023-01-01" @default.
• W4313550124 modified "2023-09-25" @default.
• W4313550124 title "US structural drivers of international portfolio returns" @default.
• W4313550124 cites W1485812904 @default.
• W4313550124 cites W1954685264 @default.
• W4313550124 cites W1985201787 @default.
• W4313550124 cites W1985808284 @default.
• W4313550124 cites W1995834279 @default.
• W4313550124 cites W2073465757 @default.
• W4313550124 cites W2113305199 @default.
• W4313550124 cites W2117178635 @default.
• W4313550124 cites W2134807435 @default.
• W4313550124 cites W2135860498 @default.
• W4313550124 cites W2149180867 @default.
• W4313550124 cites W2151306296 @default.
• W4313550124 cites W2153521119 @default.
• W4313550124 cites W2157969799 @default.
• W4313550124 cites W2170415678 @default.
• W4313550124 cites W2264825150 @default.
• W4313550124 cites W2320868325 @default.
• W4313550124 cites W2563540046 @default.
• W4313550124 cites W2623155867 @default.
• W4313550124 cites W2890120955 @default.
• W4313550124 cites W2996582124 @default.
• W4313550124 cites W3012185131 @default.
• W4313550124 cites W3121369637 @default.
• W4313550124 cites W3121630491 @default.
• W4313550124 cites W3121758494 @default.
• W4313550124 cites W3121790069 @default.
• W4313550124 cites W3122257378 @default.
• W4313550124 cites W3122467370 @default.
• W4313550124 cites W3122757052 @default.
• W4313550124 cites W3122913149 @default.
• W4313550124 cites W3124099830 @default.
• W4313550124 cites W3124466994 @default.
• W4313550124 cites W3124536539 @default.
• W4313550124 cites W3124697312 @default.
• W4313550124 cites W3125064623 @default.
• W4313550124 cites W3125346872 @default.
• W4313550124 cites W3125717248 @default.
• W4313550124 cites W4237239309 @default.
• W4313550124 doi "https://doi.org/10.1016/j.najef.2022.101872" @default.
• W4313550124 hasPublicationYear "2023" @default.
• W4313550124 type Work @default.
• W4313550124 citedByCount "0" @default.
• W4313550124 crossrefType "journal-article" @default.
• W4313550124 hasAuthorship W4313550124A5011621925 @default.
• W4313550124 hasAuthorship W4313550124A5032394768 @default.
• W4313550124 hasAuthorship W4313550124A5067501575 @default.
• W4313550124 hasConcept C106159729 @default.
• W4313550124 hasConcept C111472728 @default.
• W4313550124 hasConcept C119857082 @default.
• W4313550124 hasConcept C126322002 @default.
• W4313550124 hasConcept C138885662 @default.
• W4313550124 hasConcept C149782125 @default.
• W4313550124 hasConcept C162324750 @default.
• W4313550124 hasConcept C166957645 @default.
• W4313550124 hasConcept C17744445 @default.
• W4313550124 hasConcept C181236170 @default.
• W4313550124 hasConcept C199539241 @default.
• W4313550124 hasConcept C199728807 @default.
• W4313550124 hasConcept C205649164 @default.
• W4313550124 hasConcept C2775933567 @default.
• W4313550124 hasConcept C2776291640 @default.
• W4313550124 hasConcept C2777402642 @default.
• W4313550124 hasConcept C2778136018 @default.
• W4313550124 hasConcept C2779343474 @default.
• W4313550124 hasConcept C2780821815 @default.
• W4313550124 hasConcept C2781300812 @default.
• W4313550124 hasConcept C2991665230 @default.
• W4313550124 hasConcept C41008148 @default.
• W4313550124 hasConcept C556758197 @default.
• W4313550124 hasConcept C60718061 @default.
• W4313550124 hasConcept C71924100 @default.
• W4313550124 hasConceptScore W4313550124C106159729 @default.
• W4313550124 hasConceptScore W4313550124C111472728 @default.
• W4313550124 hasConceptScore W4313550124C119857082 @default.
• W4313550124 hasConceptScore W4313550124C126322002 @default.
• W4313550124 hasConceptScore W4313550124C138885662 @default.
• W4313550124 hasConceptScore W4313550124C149782125 @default.
• W4313550124 hasConceptScore W4313550124C162324750 @default.
• W4313550124 hasConceptScore W4313550124C166957645 @default.
• W4313550124 hasConceptScore W4313550124C17744445 @default.
• W4313550124 hasConceptScore W4313550124C181236170 @default.
• W4313550124 hasConceptScore W4313550124C199539241 @default.
• W4313550124 hasConceptScore W4313550124C199728807 @default.
• W4313550124 hasConceptScore W4313550124C205649164 @default.
• W4313550124 hasConceptScore W4313550124C2775933567 @default.
• W4313550124 hasConceptScore W4313550124C2776291640 @default.
• W4313550124 hasConceptScore W4313550124C2777402642 @default.
• W4313550124 hasConceptScore W4313550124C2778136018 @default.
• W4313550124 hasConceptScore W4313550124C2779343474 @default.
• W4313550124 hasConceptScore W4313550124C2780821815 @default.

• next