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Style effects in the cross-section of stock returns

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  • Teo, Melvyn
  • Woo, Sung-Jun

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  • Teo, Melvyn & Woo, Sung-Jun, 2004. "Style effects in the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 74(2), pages 367-398, November.
    • Handle: RePEc:eee:jfinec:v:74:y:2004:i:2:p:367-398
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