Macroeconomic Expectations and the Size, Value, and Momentum Factors

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    Author
    Bergbrant, MC; Kelly, PJ
    Date
    2016-12-01
    Source Title
    Financial Management
    Publisher
    WILEY-BLACKWELL
    University of Melbourne Author/s
    Kelly, Patrick
    Affiliation
    Finance
    Metadata
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    Document Type
    Journal Article
    Citations
    Bergbrant, M. C. & Kelly, P. J. (2016). Macroeconomic Expectations and the Size, Value, and Momentum Factors. FINANCIAL MANAGEMENT, 45 (4), pp.809-844. https://doi.org/10.1111/fima.12140.
    Access Status
    Open Access
    URI
    http://hdl.handle.net/11343/291748
    DOI
    10.1111/fima.12140

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