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Value and Momentum Everywhere

Published:2013-05-20 Issue:3 Volume:68 Page:929-985
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

ASNESS CLIFFORD S.,MOSKOWITZ TOBIAS J.,PEDERSEN LASSE HEJE

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jofi.12021/fullpdf

Reference84 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

2. Liquidity and leverage;Adrian;Journal of Financial Intermediation,2010

3. Illiquidity and stock returns: Cross-section and time series effects;Amihud;Journal of Financial Markets,2002

4. Liquidity and asset prices;Amihud;Foundations and Trends in Finance,2005

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