Author:
Shen Shawn,Pathammavong Arom,Chen Alex
Reference14 articles.
1. Factor Investing;A Ang;Columbia Business School Research Paper,2013
2. Value and Momentum Everywhere;C S Asness;Journal of Finance,2013
3. Investment Performance of Common Stocks in Relation to their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis;S Basu;Journal of Finance,1977
4. DTS (Duration Times Spread): A New Measure of Spread Exposure in Credit Portfolios;A Ben Dor;The Journal of Portfolio Management,2007
5. Capital Commitment and Illiquidity in Corporate Bonds;H Bessembinder;Journal of Finance,2018