"A Risk-Return Explanation of the Momentum-Reversal “Anomaly”" by G. Geoffrey Booth

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Article

A Risk-Return Explanation of the Momentum-Reversal “Anomaly”

Journal of Empirical Finance (2016)

G. Geoffrey Booth, Saint Petersburg State University
Hung-Gay Fung, University of Missouri–St. Louis
Wai Kin Leung, University of Nottingham

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Disciplines

Economics and
Finance

Publication Date

January 1, 2016

DOI

10.1016/j.jempfin.2015.10.007

Citation Information

G. Geoffrey Booth, Hung-Gay Fung and Wai Kin Leung. "A Risk-Return Explanation of the Momentum-Reversal “Anomaly”" Journal of Empirical Finance Vol. 35 (2016) p. 68 - 77
Available at: http://works.bepress.com/hunggay-fung/16/