将价值策略的基本面成分和暂时性成分相结合

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学术论文

Time-Series and Cross-Section Value Premium

作者Decomposing the Price-to-Book Ratio [点击查看论文]

机构
  • National Bureau of Economic Research
  • Kellogg's (Canada)
  • Kellogg School of Management - Department of Finance
  • National Bureau of Economic Research (NBER)

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