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Momentum, reversal, and the trading behaviors of institutions

  • Gutierrez, Roberto Jr.
  • Prinsky, Christo A.
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    File URL: http://www.sciencedirect.com/science/article/pii/S1386-4181(06)00053-X
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    Article provided by Elsevier in its journal Journal of Financial Markets.

    Volume (Year): 10 (2007)
    Issue (Month): 1 (February)
    Pages: 48-75

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    Handle: RePEc:eee:finmar:v:10:y:2007:i:1:p:48-75
    Contact details of provider: Web page: http://www.elsevier.com/locate/finmar

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    23. Lesmond, David A. & Schill, Michael J. & Zhou, Chunsheng, 2004. "The illusory nature of momentum profits," Journal of Financial Economics, Elsevier, vol. 71(2), pages 349-380, February.
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    25. Philip H. Dybvig & Heber K. Farnsworth & Jennifer Carpenter, 1999. "Portfolio Performance and Agency," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-046, New York University, Leonard N. Stern School of Business-.
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    27. Chan, Louis K C & Jegadeesh, Narasimhan & Lakonishok, Josef, 1996. " Momentum Strategies," Journal of Finance, American Finance Association, vol. 51(5), pages 1681-1713, December.
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