Hou, Kewei (contributor); Karolyi, G. Andrew (contributor); … - 2006
States and in developed
and emerging markets around the world. For monthly returns of 26,000 individual stocks from 49 …-to-market equity, leverage,
momentum both in the United States and in developed and emerging markets around the world. Measured
over …
national market index, or globally, relative to the world market portfolio, or within industry, relative to the
industry …