Momentum profits and time-varying unsystematic risk

Journal of Banking & Finance 2008 Vol. 32; Iss. 4

Momentum profits and time-varying unsystematic risk

Xiafei Li, Joëlle Miffre, Chris Brooks, Niall O’Sullivan
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Volume:
32
Year:
2008
Language:
english
DOI:
10.1016/j.jbankfin.2007.03.014
File:
PDF, 216 KB
english, 2008
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