A conditional multifactor analysis of return momentum

Journal of Banking and Finance

Volumn 26, Issue 8, 2002, Pages 1675-1696

  Wu, Xueping ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Conditional asset pricing; Conditioning information; Multifactor model; Return momentum; Return reversal

Indexed keywords

EID: 0036331641     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00179-0     Document Type: Article

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