Can book-to-market, size and momentum be risk factors that predict economic growth?

Journal of Financial Economics

Volumn 57, Issue 2, 2000, Pages 221-245

  Liew, Jimmy ^a   Vassalou, Maria ^b  

^a MORGAN STANLEY   (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Book to market; G11; G12; G15; GDP growth; Momentum; Size

Indexed keywords

EID: 0000473546     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(00)00056-8     Document Type: Article

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