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Dynamic Factors and the Source of Momentum Profits

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Author Info
Yao, Tong
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File URL: http://www.ingentaconnect.com/content/asa/jbes/2008/00000026/00000002/art00006
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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 26 (2008)
Issue (Month): (April)
Pages: 211-226
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Handle: RePEc:bes:jnlbes:v:26:y:2008:p:211-226

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  1. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute. [Downloadable!]
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This page was last updated on 2009-12-19.

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