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Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation

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Author Info
Demir, Isabelle
Muthuswamy, Jay
Walter, Terry

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File URL: http://www.sciencedirect.com/science/article/B6VFF-49VCBH9-1/2/b6eecc1ae9ef9221dd5c258742340015
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Article provided by Elsevier in its journal Pacific-Basin Finance Journal.

Volume (Year): 12 (2004)
Issue (Month): 2 (April)
Pages: 143-158
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Handle: RePEc:eee:pacfin:v:12:y:2004:i:2:p:143-158

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Web page: http://www.elsevier.com/locate/pacfin

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  1. A. S. Hurn & V.Pavlov, 2008. "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series 23, National Centre for Econometric Research, revised 26 Feb 2008. [Downloadable!]
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