Parallels between the cross-sectional predictability of stock and country returns: Striking similarities in the predictive power of value, momentum, and size

Journal of Portfolio Management

Volumn 23, Issue 3, 1997, Pages 79-87

  Asness, Cliff S ^a   Liew, John M ^a   Stevens, Ross L ^b  

^a Goldman Sachs Group   (United States)

^b Murray Capital Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031094164     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1997.409606     Document Type: Article

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