Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 44 (2009)
Issue (Month): 04 (August)
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- Thomas Nitschka, 2009. "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers 405, Institute for Empirical Research in Economics - University of Zurich.
- Ishaq Hacini & Khadra Dahou & Mohamed Benbouziane, 2012. "Investment style of Jordanian mutual funds," International Journal of Economic Sciences and Applied Research (IJESAR), Technological Educational Institute (TEI) of Kavala, Greece, vol. 5(2), pages 113-127, August.
- Bhootra, Ajay, 2011. "Are momentum profits driven by the cross-sectional dispersion in expected stock returns?," Journal of Financial Markets, Elsevier, vol. 14(3), pages 494-513, August.
- Paola Brighi & Stefano d’Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper Series 31_10, The Rimini Centre for Economic Analysis.
- Ding Du, 2012. "Momentum and behavioral finance," Managerial Finance, Emerald Group Publishing, vol. 38(3), pages 364-379, March.
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