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

Research output: Working paper

Published

Standard

The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years. / D’Souza, Ian; Srichanachaitrchok, Voraphat; Wang, Jiaguo; Yao, Yaqiong.

Financial Management Association International, 2016.

Research output: Working paper

Harvard

D’Souza, I, Srichanachaitrchok, V, Wang, J & Yao, Y 2016 'The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years' Financial Management Association International.

APA

D’Souza, I., Srichanachaitrchok, V., Wang, J., & Yao, Y. (2016). The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years. Financial Management Association International.

Vancouver

D’Souza I, Srichanachaitrchok V, Wang J, Yao Y. The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years. Financial Management Association International. 2016.

Author

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

Bibtex

@techreport{7dc06367ed4f47aeba8968b17de0da09,
title = "The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years",
author = "Ian D{\textquoteright}Souza and Voraphat Srichanachaitrchok and Jiaguo Wang and Yaqiong Yao",
year = "2016",
language = "English",
publisher = "Financial Management Association International",
type = "WorkingPaper",
institution = "Financial Management Association International",

}

RIS

TY - UNPB

T1 - The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years

AU - D’Souza, Ian

AU - Srichanachaitrchok, Voraphat

AU - Wang, Jiaguo

AU - Yao, Yaqiong

PY - 2016

Y1 - 2016

M3 - Working paper

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

PB - Financial Management Association International

ER -