The 52-week high, q-theory, and the cross section of stock returns
Year of publication: |
April 2018
|
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Authors: | George, Thomas J. ; Hwang, Chuan-Yang ; Li, Yuan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 1, p. 148-163
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Subject: | 52-week high | q-factor model | Anomalies | Profitability | Investment growth | Kapitaleinkommen | Capital income | Rentabilität | Kapitalmarktrendite | Capital market returns | Tobins Q | Tobin's Q | Börsenkurs | Share price | Gewinn | Profit | Theorie | Theory | CAPM |
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