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Firm-specific attributes and the cross-section of momentum

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  • Sagi, Jacob S.
  • Seasholes, Mark S.

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  • Sagi, Jacob S. & Seasholes, Mark S., 2007. "Firm-specific attributes and the cross-section of momentum," Journal of Financial Economics, Elsevier, vol. 84(2), pages 389-434, May.
  • Handle: RePEc:eee:jfinec:v:84:y:2007:i:2:p:389-434
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