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Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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  1. The battle of factors. (2024). Sy, Oumar ; Attig, Najah ; Assoe, Kodjovi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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  2. What Determines Equity Returns in Emerging Markets?. (2024). Foye, James.
    In: CAFE Working Papers.
    RePEc:akf:cafewp:29.

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  43. Momentum Trading, Return Chasing, and Predictable Crashes. (2014). Jagannathan, Ravi ; Chabot, Benjamin ; Ghysels, Eric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10234.

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  44. Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World. (2014). Edmans, Alex ; Li, Lucius ; Zhang, Chendi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10066.

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  45. Two centuries of trend following. (2014). Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P. ; Deremble, C..
    In: Papers.
    RePEc:arx:papers:1404.3274.

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  46. Information ratio analysis of momentum strategies. (2014). Yen, Ju-Yi ; Ferreira, Fernando F. ; Silva, Christian A..
    In: Papers.
    RePEc:arx:papers:1402.3030.

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  47. Tail Risk Premia and Return Predictability. (2014). Bollerslev, Tim ; Todorov, Viktor ; Xu, Lai.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-49.

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  48. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs. (2013). Zhao, Yang ; MacDonald, Ronald ; Huang, Huichou.
    In: MPRA Paper.
    RePEc:pra:mprapa:53745.

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  49. Asset Pricing in the Dark: The Cross Section of OTC Stocks. (2013). Ang, Andrew ; Tetlock, Paul C. ; Shtauber, Assaf A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19309.

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  50. Discount rates, market frictions and the mystery of the size premium. (2013). de Oliveira Souza, Thiago ; Thiago de Oliveira Souza, .
    In: 2013 Papers.
    RePEc:jmp:jm2013:pde868.

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