Momentum profits and time-varying unsystematic risk
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, Xiafei ; Miffre, Joëlle ; Brooks, Chris ; O’Sullivan, Niall |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 4, p. 541-559
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