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the observed momentum profitability. Furthermore, we find that momentum profitability is stronger with longer formation … and book-to-market and earnings-to-market ratios. …
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profitability in Singapore and Hong Kong before, during and after the global financial crisis. This paper uses the two-step system … Generalized Method of Moments to examine the impact of macroeconomic and firm-specific factors on corporate profitability. The … model includes firm-specific factors (firm size, leverage, liquidity, sales growth and previous year's profitability) and …
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