GDP mimicking portfolios and the cross-section of stock returns
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More about this item
KeywordsBusiness Cycle; Lead; Lag; Size; Value; Momentum;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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