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

Research output: Working paper

Published

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

Research output: Working paper

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

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year = "2016",

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Research