Momentum profits, factor pricing, and macroeconomic risk
| Title | Momentum profits, factor pricing, and macroeconomic risk |
| Publication Type | Journal Article |
| Year of Publication | 2008 |
| Authors | Liu LXiaolei, Zhang L |
| Journal | Review of Financial Studies |
| Volume | 21 |
| Pagination | 2417–2448 |
| Citation Key | liu2008momentum |
- Log in to post comments
- Google Scholar
- BibTex
- RIS