Separating momentum from reversal in international stock markets
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DOI: 10.1057/s41260-019-00109-5
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- Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019. "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
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Keywords
Momentum; Reversal; Return predictability; Mispricing; International markets;All these keywords.
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