Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH*
Author(s) -
Henry Leung,
Annica Rose,
P. Joakim Westerholm
Publication year - 2013
Publication title -
european finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1573-692X
pISSN - 1382-6662
DOI - 10.1093/rof/rft045
Subject(s) - portfolio , stock (firearms) , financial economics , economics , capital asset pricing model , proxy (statistics) , econometrics , business , mathematics , statistics , mechanical engineering , engineering
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