Momentum strategies: Some bootstrap tests

Journal of Empirical Finance

Volumn 11, Issue 4, 2004, Pages 509-536

  Karolyi, G Andrew ^a   Kho, Bong Chan ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b Seoul National University   (South Korea)

Author keywords

Asset pricing models; Bootstrap tests; Momentum investment strategies

Indexed keywords

EID: 3342973776     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2004.02.004     Document Type: Article

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