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Frog in the Pan: Continuous Information and Momentum
Author(s) -
Zhi Da,
Umit G. Gurun,
Mitch Warachka
Publication year - 2014
Publication title -
review of financial studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 12.8
H-Index - 190
eISSN - 1465-7368
pISSN - 0893-9454
DOI - 10.1093/rfs/hhu003
Subject(s) - momentum (technical analysis) , monotonic function , period (music) , econometrics , economics , series (stratigraphy) , mathematics , physics , financial economics , biology , mathematical analysis , paleontology , acoustics

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