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Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2274-2325
Persistent link: https://www.econbiz.de/10012244735
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... and the Cross-Section of Expected Returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 5-68
Persistent link: https://www.econbiz.de/10011447535
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