"Broad-market return persistence and momentum profits."

Ying-Foon Chow, Ming Liu, Xinting Fan (2008)

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DOI: 10.1016/J.MATCOM.2008.01.011

access: closed

type: Journal Article

metadata version: 2020-03-04

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Ying-Foon Chow, Ming Liu, Xinting Fan:
Broad-market return persistence and momentum profits. Math. Comput. Simul. 78(2-3): 181-188 (2008)

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