
The January seasonality and the performance of country-level value and momentum strategies
Author(s) -
Adam Zaremba
Publication year - 2015
Publication title -
copernican journal of finance and accounting
Language(s) - English
Resource type - Journals
eISSN - 2300-1240
pISSN - 2300-3065
DOI - 10.12775/cjfa.2015.024
Subject(s) - momentum (technical analysis) , seasonality , value (mathematics) , economics , demographic economics , econometrics , financial economics , statistics , mathematics