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Return Decomposition
Chen, Long, (2010)
Chen, Long, (2008)
Return decomposition and the Intertemporal CAPM
Maio, Paulo, (2014)
What drives stock price movements?
Chen, Long, (2013)
Mechanical mean reversion of leverage ratios
Chen, Long, (2007)
On the relation between the market-to-book ratio, growth opportunity, and leverage ratio
Chen, Long, (2006)