Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
Year of publication: |
2014
|
---|---|
Authors: | Hung, Chi-Hsiou D. ; Azad, A.S.M. Sohel ; Fang, Victor |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 31.2014, C, p. 14-29
|
Publisher: |
Elsevier |
Subject: | Systematic co-moment | Size | Value | Momentum | Liquidity |
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