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Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?

Bulkley, George and Nawosah, Vivekanand (2009) Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum? Journal of Financial and Quantitative Analysis, 44 (4). pp. 777-794. DOI https://doi.org/10.1017/s0022109009990111



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Full text not available from this repository. http://dx.doi.org/10.1017/s0022109009990111

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