000 00531nam a2200181Ia 4500
008 100324s9999 xx 000 0 und d
100 _aYao, Tong
240 _aJournal of Business and Economic Statistics (Q)
245 _aDynamic Factors and the Source of Momentum Profits
246 _f2008
260 _c2008
300 _bV. 26
_cIssue. 2
_a211-226
366 _b2008
366 _bApril
650 _aEconomic Statistics
653 _aDynamic principal component;Momentum;Stock return predictability;
942 _cJA
999 _c46923
_d46923