Momentum profits, factor pricing, and macroeconomic risk

Review of Financial Studies

Volumn 21, Issue 6, 2008, Pages 2417-2448

  Liu, Laura Xiaolei ^a   Zhang, Lu ^b,c  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 57349138548     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhn090     Document Type: Article

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