Another look at the cross-section and time-series of stock returns: 1951 to 2011
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DOI: 10.1016/j.jempfin.2012.12.001
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More about this item
Keywords
Empirical asset pricing; Momentum; Stock returns; Value-growth effect;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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