Author:
Jiang Fuwei,Ma Tian,Wang Yuejie,Zhou Yinggang
Reference58 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Y Amihud;Journal of Financial Markets,2002
2. Factor momentum;R D Arnott;Review of Financial Studies,2023
3. Time-varying liquidity and momentum profits;D Avramov;Journal of Financial and Quantitative Analysis,2016
4. Momentum and credit rating;D Avramov;Journal of Finance,2007