Another look at the cross-section and time-series of stock returns : 1951 to 2011
Year of publication: |
2013
|
---|---|
Authors: | Du, Ding |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 20.2013, p. 130-146
|
Subject: | Empirical asset pricing | Momentum | Stock returns | Value-growth effect | Kapitalmarkttheorie | Financial economics | Kapitalmarktrendite | Capital market returns | Zeitreihenanalyse | Time series analysis | USA | United States | 1951-2011 |
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