The History of the Cross-Section of Stock Returns
Author:
Affiliation:
1. University of Southern California and NBER
2. The Wharton School, University of Pennsylvania and NBER
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/7/2606/25049473/hhy030.pdf
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3. CAPM over the long run: 1926–2001;Ang,;Journal of Empirical Finance,2007
4. Value and momentum everywhere;Asness,;Journal of Finance,2013
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