Hou, Kewei (contributor); Moskowitz, Tobias J. (contributor) - 2003 - [Elektronische Ressource]
Market Frictions, Price Delay, and
the Cross-Section of Expected Returns
∗
Kewei Hou
Fisher College of Business, Ohio … State University
and
Tobias J. Moskowitz
Graduate School of Business, University of Chicago and NBER
First Draft: March … Economics for financial support. Moskowitz thanks the Center for Research in
Security Prices, the Dimensional Fund Advisors …