Yao, Tong <br/><br/>
Dynamic Factors and the Source of Momentum Profits 
 2008 

 -  2008 
 - 211-226  V.  26  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Dynamic principal component;Momentum;Stock return predictability;