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The illusory nature of momentum profits

  • Lesmond, David A.
  • Schill, Michael J.
  • Zhou, Chunsheng

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File URL: http://www.sciencedirect.com/science/article/B6VBX-4997TP4-7/2/f4b9ab736a2854e5206f81ba7460da83
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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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