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Style effects in the cross-section of stock returns

Journal of Financial Economics, 74(2): 367--398, 2004.
Authors: Melvyn Teo and Sung-Jun Woo
URL: http://www.sciencedirect.com/science/article/B6VBX-4CJ4844-3/1/b325e5eaae115e14bd61b04953577882
Tags: Style
| URL | BibTeX  
@article{Teo2004,
title = {Style effects in the cross-section of stock returns},
author = {Melvyn Teo and Sung-Jun Woo},
journal = {Journal of Financial Economics},
month = {Nov},
number = {2},
pages = {367--398},
url = {http://www.sciencedirect.com/science/article/B6VBX-4CJ4844-3/1/b325e5eaae115e14bd61b04953577882},
volume = {74},
year = {2004},
keywords = {Style }
}