Momentum effect in stocks’ returns between the rational and the behavioural financial theories: Proposition of the progressive rationality
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- Abdullah EJAZ & Petr POLAK, 2013. "Short term momentum profits and their source: a business indicators' approach," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 59(12), pages 563-577.
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Keywords
Tunisian momentum effect; the rational finance theory; the behavioural finance theory; the three-factorial model and the autoregressive process;All these keywords.
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