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~person:"Cakici, Nusret"
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Cakici, Nusret
Erlenmaier, Ulrich
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Gersbach, Hans
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Journal of International Money and Finance
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Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures
Cakici, Nusret
;
Tan, Sinan
- In:
Journal of International Money and Finance
44
(
2014
)
C
,
pp. 179-209
three sets of risk exposures of value and momentum returns:
macroeconomic
risk
, funding liquidity risk, and stock market …
Persistent link: https://www.econbiz.de/10010836985
Saved in:
2
Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Cakici, Nusret
;
Tan, Sinan
- In:
Journal of international money and finance
44
(
2014
),
pp. 179-209
Persistent link: https://www.econbiz.de/10010391061
Saved in:
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