Open AccessInformation percolation, momentum and reversal
Author(s) -
Daniel Andrei,
Julien Cujean
Publication year - 2016
Publication title -
journal of financial economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 11.673
H-Index - 256
eISSN - 1879-2774
pISSN - 0304-405X
DOI - 10.1016/j.jfineco.2016.05.012
Subject(s) - contrarian , momentum (technical analysis) , economics , financial economics , term (time) , econometrics , physics , quantum mechanics
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