Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases

Journal of Banking and Finance

Volumn 31, Issue 3, 2007, Pages 955-972

  Antoniou, Antonios ^a   Lam, Herbert Y T ^a   Paudyal, Krishna ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Business cycle; Investors' behaviour; Momentum trading

Indexed keywords

EID: 33847120769     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.08.001     Document Type: Article

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