@article {liu2008momentum,
	title = {Momentum profits, factor pricing, and macroeconomic risk},
	journal = {Review of Financial Studies},
	volume = {21},
	number = {6},
	year = {2008},
	pages = {2417{\textendash}2448},
	publisher = {Soc Financial Studies},
	author = {Liu, Laura Xiaolei and Zhang, Lu}
}
