Keywords: Systematic components
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Journal Articles
Journal of Economic and Administrative Sciences (2013) 29 (1): 42–62.
Published: 10 May 2013
... the behavior of average portfolio returns based on such measures as cash‐flows and earnings momentum in the presence of each other's systematic components and time‐varying measures of volatility. Design/methodology/approach The paper uses monthly stock returns for all NYSE firms on CRSP database...

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