Market States and Momentum
作者： Michael J. Cooper , Roberto C. Gutierrez , Allaudeen Hameed
DOI: 10.1111/J.1540-6261.2004.00665.X
关键词:
摘要: … In other words, we examine if momentum profits are greatest when the market's state is … momentum profits and lagged market states. As the lagged market return increases, momentum …
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jstor.org 参考文章(38)
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