The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years - Research Portal | Lancaster University

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Accounting and Finance

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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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

Research output: Working paper

Published

Ian D’Souza
Voraphat Srichanachaitrchok
Jiaguo Wang
Yaqiong Yao

Publication date	2016
Publisher	Financial Management Association International
<mark>Original language</mark>	English