Is momentum a macroeconomic risk factor for equity returns?

Additional Metadata
Keywords	Generalised method of moments, Momentum, Asset pricing
Thesis Advisor	Wolfswinkel, M., Dalla Via, N.
Persistent URL	hdl.handle.net/2105/24973
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dohmen, W.R.L. (2013). Is momentum a macroeconomic risk factor for equity returns?. In Finance & Investments.http://hdl.handle.net/2105/24973

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