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The illusory nature of momentum profits

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

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  • 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.
  • Handle: RePEc:eee:jfinec:v:71:y:2004:i:2:p:349-380
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