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Can the Cross-Sectional Variation in Expected Stock Returns..:

Bulkley, George ; Nawosah, Vivekanand
The Journal of Financial and Quantitative Analysis. 44 (2009) 4 - p. 777-794 , 2009

Link: https://www.jstor.org/stable/40505970

RT Journal
T1 <Title>Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-40505970&Exemplar=1&LAN=DE
				
A1 Bulkley, George
A1 Nawosah, Vivekanand
PB Cambridge University Press
YR 2009
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Financial markets
K1 Asset markets
K1 Price momentum
K1 Investment returns
K1 Expected returns
K1 Philosophy
K1 Epistemology
K1 Empiricism
K1 Empirical evidence
K1 Stock exchanges
K1 Applied economics
K1 Econometrics
K1 Economic indicators
K1 Economic indices
K1 Stock market indices
K1 Nasdaq Composite Index
K1 Information science
K1 Data products
K1 Datasets
K1 Time series
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Descriptive statistics
K1 Central tendencies
K1 Sample mean
K1 Statistical analysis
K1 Quantitative analysis
K1 Economic theory
K1 Profitability theory
K1 Relative profitability
JF The Journal of Financial and Quantitative Analysis
VO 44
IS 4
SP 777
OP 794
LK http://dx.doi.org/https://www.jstor.org/stable/40505970
DO https://www.jstor.org/stable/40505970
SF ELIB - SuUB Bremen

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