Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics*
Author(s) -
Pavel Bandarchuk,
Jens Hilscher
Publication year - 2012
Publication title -
european finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1573-692X
pISSN - 1382-6662
DOI - 10.1093/rof/rfr036
Subject(s) - momentum (technical analysis) , economics , stock (firearms) , arbitrage , financial economics , econometrics , monetary economics , geography , archaeology
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