股票与信用违约掉期(CDS)动量组合

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学术论文

Related Securities and the Cross-Section of Stock Return Momentum: Evidence From Credit Default Swaps (CDS)

作者Jongsub Lee; Stace Sirmans

机构
  • Seoul National University
  • University of Florida
  • University of Florida - Warrington College of Business Administration
  • Auburn University

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