Does Momentum Still Exist in the Australian Stock-Market?
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Volume (Year): 11 (2012)
Issue (Month): 1 (June)
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- Tarun Chordia & Lakshmanan Shivakumar, 2002. "Momentum, Business Cycle, and Time-varying Expected Returns," Journal of Finance, American Finance Association, vol. 57(2), pages 985-1019, 04.
- Michael E. Drew & Madhu Veeraraghavan & Min Ye, 2007.
"Do momentum strategies work? Australian evidence,"
Emerald Group Publishing, vol. 33(10), pages 772-787.
- Michael E. Drew & Madhu Veeraraghavan & Min Ye, 2004. "Do Momentum Strategies Work?: - Australian Evidence," School of Economics and Finance Discussion Papers and Working Papers Series 169, School of Economics and Finance, Queensland University of Technology.
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