Feasible momentum strategies in the US stock market

Journal of Asset Management 2011 / 2 Vol. 11; Iss. 6

Feasible momentum strategies in the US stock market

Ammann, Manuel, Moellenbeck, Marcel, Schmid, Markus M
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Volume:
11
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2010.22
Date:
February, 2011
File:
PDF, 684 KB
english, 2011
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