The financial strength anomaly in the UK: Information uncertainty or liquidity?
This paper examines two potential key drivers of the Financial Strength (F-Score) investment strategy: Information uncertainty and liquidity. We use novel, direct measures of information uncertainty related to the variability of Financial Strength signals themselves. However, Financial Strength stra...
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| Main Authors: | , |
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| Format: | Default Article |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/38249 |
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