Global style momentum
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DOI: 10.1016/j.jempfin.2012.02.001
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Cited by:
- Hongbo Guo & Xianhua Wei, 2017. "Momentum Decomposition: Evidence from Emerging Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(2), pages 123-132, February.
- repec:eee:finlet:v:22:y:2017:i:c:p:182-189 is not listed on IDEAS
- repec:bla:acctfi:v:57:y:2017:i:1:p:261-287 is not listed on IDEAS
More about this item
Keywords
Style momentum profits; Global equity markets; Conditional style momentum;JEL classification:
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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