21-062/III - Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies

• Authors
  Terri van der Zwan, Erasmus University Rotterdam; Erik Hennink, Ortec Finance; Patrick Tuijp, Ortec Finance
• Publication date
  July 4, 2021

• Keywords
  Cross-Section of Stock Returns, Factors, Frequency Decomposition, Horizon Effects, Investment Horizon
• JEL
  G12, C58, G11