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On the source of contrarian and momentum strategies in the Italian equity market

  • Mengoli, Stefano

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File URL: http://www.sciencedirect.com/science/article/B6W4W-4C0RRNK-1/2/c79c155e25333c76beffb4b707159a6c
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Article provided by Elsevier in its journal International Review of Financial Analysis.

Volume (Year): 13 (2004)
Issue (Month): 3 ()
Pages: 301-331

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Handle: RePEc:eee:finana:v:13:y:2004:i:3:p:301-331
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620166

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  25. Conrad, Jennifer & Kaul, Gautam, 1998. "An Anatomy of Trading Strategies," Review of Financial Studies, Society for Financial Studies, vol. 11(3), pages 489-519.
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