Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
knowledge, are innovative.
Similarly, while loadings on stock market risk imply a negative value premium of –0.75
percent per … momentum profit.
6
To our best knowledge, this result is
innovative. Consistent with Lettau and Ludvigson (2001) and Guo … premium with dividend ratios. Management
Science 49, 639-654.
Guo, H., 2004. Limited stock market participation and asset …