… r a t i c M o m e n t u m i , t = ∑ t − 12 t − 2 e i , t ∑ t − 12 t − 2 ( e i , t − e i ) 2 … M O M t = 1 2
( B i g W i n n e r s i d i o , t + S m a l l W i n n e r s i d i o , t ) − 1 2 ( B i g L o s e r s i d i o , t + S m …

The new Fama–French five-factor model is likely to become the new benchmark for asset
pricing studies. Although the five-factor model exhibits significantly improved explanatory …

We dissect the realized performance of factor-based equity portfolios using a characteristics-based
multi-factor return model. We show that generic single-factor portfolios, which invest …

Low-risk stocks exhibit higher returns than predicted by established asset pricing models,
but this anomaly seems to be explained by the new Fama-French five-factor model, which …

Exchange-traded funds (ETFs) are commonly regarded as an efficient, low-cost alternative
to actively managed mutual funds, yet their perceived superiority is largely anecdotal. We …

We estimate a heterogeneous agent model on five prominent equity investment styles—value,
size, profitability, investment, and momentum—and find evidence for behavioral …

This study was aimed at exploring the experience of internalized stigma in persons with
mental illness. It also served the purpose of exploring the feasibility of using the Internalized …

The present study is focused on the safety, technological characteristics, and probiotic
evaluation of Enterococcus species from different artisanal raw milk dairy products, mainly …

The aim of this review was to summarize the data regarding diversity of non-starter lactic acid
bacteria (NSLAB) isolated from various artisanal dairy products manufactured in Western …

Aim: The presented study is part of the International Study of Discrimination and Stigma
Outcomes (INDIGO) conducted in 28 countries. The aim of this study was to compare the degree …