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The illusory nature of momentum profits

Listed author(s):
  • Lesmond, David A.
  • Schill, Michael J.
  • Zhou, Chunsheng

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File URL: http://www.sciencedirect.com/science/article/pii/S0304-405X(03)00206-X
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 71 (2004)
Issue (Month): 2 (February)
Pages: 349-380

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Handle: RePEc:eee:jfinec:v:71:y:2004:i:2:p:349-380
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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  17. Narasimhan Jegadeesh, 2002. "Cross-Sectional and Time-Series Determinants of Momentum Returns," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 143-157, March.
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