Eugene Simlai, Prodosh - In: Journal of Economic and Administrative Sciences 29 (2013) 1, pp. 42-62
earnings momentum portfolios. It aims to examine whether the common risk factors, which are related to firm level accounting … characteristics, can reflect the behavior of average portfolio returns based on such measures as cash‐flows and earnings momentum in … July 1951 and June 2008. It investigates the interdependence of stock returns for cash‐flows and earnings momentum …