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1 Ergebnisse
1
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
Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?
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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