A risk-return explanation of the momentum-reversal “anomaly”
Geoffrey Booth, G., Fung, Hung-Gay, Leung, Wai KinVolume:
35
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2015.10.007
Date:
January, 2016
File:
PDF, 250 KB
english, 2016