Momentum, size and value factors versus systematic co-moments in stock returns
(2007)
Preprint / Working Paper
Hung, C. (2007). Momentum, size and value factors versus systematic co-moments in stock returns
The paper investigates the effects of firm-specific and country-specific characteristics, and the 1997Asian financial crisis on the debt maturity structure of firms in the Asia Pacific region. Given that theeconomies of the sample countries were at d... Read More about Momentum, size and value factors versus systematic co-moments in stock returns.