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  • The Fama-French and momentum portfolios and factors in the UK 

    Gregory, Alan; Tharyan, Rajesh; Huang, Angela (University of Exeter Business School, 2009-11)
    The primary aim of this paper is to make available the Fama-French and Momentum portfolios and factors for the UK market to the wide community of UK academic and post-graduate researchers. As Michou, Mouselli and Stark ...