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13-180/IV - The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns


  • Authors
    Victoria Atanasov, VU University Amsterdam; Thomas Nitschka, Swiss National Bank, Switzerland
  • Publication date
    November 7, 2013
  • Keywords
    international stock returns, size, value, momentum
  • JEL
    G11, G12