Another look at value and momentum: volatility spillovers

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Review of Quantitative Finance and Accounting 2020 / 4

Another look at value and momentum: volatility spillovers

Grobys, Klaus, Vähämaa, Sami
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Journal:
Review of Quantitative Finance and Accounting
DOI:
10.1007/s11156-020-00880-2
Date:
April, 2020
File:
PDF, 1.53 MB
2020
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