Discussion of "Momentum and Autocorrelation in Stock Returns"
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Bibliographic InfoArticle provided by Society for Financial Studies in its journal Review of Financial Studies.
Volume (Year): 15 (2002)
Issue (Month): 2 (March)
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Web page: http://www.rfs.oupjournals.org/
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- Szakmary, Andrew C. & Shen, Qian & Sharma, Subhash C., 2010. "Trend-following trading strategies in commodity futures: A re-examination," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 409-426, February.
- Daisuke Motori & Yukitami Tsuji, 2012. "Arbitrage Trading Based on Cointegration," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-019, Keio/Kyoto Joint Global COE Program.
- Du, Ding & Denning, Karen, 2005. "Industry momentum and common factors," Finance Research Letters, Elsevier, vol. 2(3), pages 107-124, September.
- Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012. "Time series momentum," Journal of Financial Economics, Elsevier, vol. 104(2), pages 228-250.
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