Profitability of intraday and interday momentum strategies

Applied Economics Letters 2007 / 12 Vol. 14; Iss. 15

Profitability of intraday and interday momentum strategies

Wing-Shing Lam, Vincent, Chong, Terence Tai-Leung, Wong, Wing-Keung
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Volume:
14
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504850600606067
Date:
December, 2007
File:
PDF, 112 KB
english, 2007
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