Open AccessMacroeconomic Expectations and the Size, Value and Momentum Factors
Author(s) -
Mikael C. Bergbrant,
Patrick J. Kelly
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2571649
Subject(s) - momentum (technical analysis) , economics , econometrics , value (mathematics) , financial economics , mathematics , statistics
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