The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years

D’Souza, Ian and Srichanachaitrchok, Voraphat and Wang, Jiaguo and Yao, Yaqiong (2016) The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years. Working Paper. Financial Management Association International.

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Item Type:
Monograph (Working Paper)
ID Code:
127764
Deposited By:
Deposited On:
25 Sep 2018 13:54
Refereed?:
No
Published?:
Published
Last Modified:
15 Jul 2024 07:59