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The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides* Min, Byoung-Kyu; Kang, Jangkoo; Lee, Changjun; Roh, Tai-Yong, INTERNATIONAL REVIEW OF FINANCE, v.20, no.4, pp.897 - 921, 2020-12 |
Time-varying expected momentum profits Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-Joon, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12 |
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