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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
Disciplines
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/