Time Series Momentum in Sector Based ETFs: Does a Momentum Effect Exist?
Author(s) -
Corey D. Cole,
Robert Schneider,
David D. Hemley,
Morgen Nations
Publication year - 2021
Publication title -
journal of accounting and finance
Language(s) - English
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v21i1.4156
Subject(s) - speculation , momentum (technical analysis) , vanguard , portfolio , investment (military) , econometrics , economics , business , financial economics , geography , finance , political science , archaeology , politics , law
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom