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Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas
Sarwar, Sirajum Munira
;
Muradoglu, Gulnur
- In:
Borsa Istanbul Review
13
(
2013
)
4
,
pp. 99-114
factors and
macroeconomic
risk
factors are used at the portfolio level. At the individual stock level, though FamaeFrench …
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