The post-cost profitability of momentum trading strategies: Further evidence from the UK

European Financial Management

Volumn 13, Issue 4, 2007, Pages 776-802

  Agyei Ampomah, Sam ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

Market efficiency; Momentum strategy; Portfolio turnover; Transaction costs

Indexed keywords

EID: 34547880008     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2007.00383.x     Document Type: Article

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