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Country versus sector factors in equity returns: The roles of non-unit exposures

Bibliographic reference De Moor, Lieven ; Sercu, Piet. Country versus sector factors in equity returns: The roles of non-unit exposures. In: Journal of Empirical Finance, Vol. 18, no. 1, p. 64-77 (2010)
Permanent URL http://hdl.handle.net/2078/70489