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 |