Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums

By Chris Stivers, Licheng Sun. Journal of Financial and Quantitative Analysis, 2010

158 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c5a86fc988130c8d3e501ce3014ecbb7adae422f

Citations in the corpus

• Time-Varying Liquidity and Momentum Profits (2016, unknown): “Stivers and Sun (2010) use the cross-sectional dispersion in stock returns (CSRD ) as a”