Cross-sectional return dispersion and time variation in value and momentum premiums

Journal of Financial and Quantitative Analysis

Volumn 45, Issue 4, 2010, Pages 987-1014

  Stivers, Chris ^a   Sun, Licheng ^b  

^a UNIVERSITY OF LOUISVILLE   (United States)

^b OLD DOMINION UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650033635     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109010000384     Document Type: Article

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