The price momentum of stock in distribution
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DOI: 10.1016/j.physa.2017.11.154
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- Qiao, Kenan & Ji, Zhehan & Xie, Haibin, 2023. "Unrealized return dispersion and the equity risk premium," Finance Research Letters, Elsevier, vol. 58(PA).
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Keywords
Price momentum; Momentum/contrarian strategy; Cost distribution; Entropy;All these keywords.
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