Do winners perform better than losers? A stochastic dominance approach

Advances In Quantitative Analysis Of Finance And Accounting (Vol. 4)

Volumn , Issue , 2006, Pages 219-254

  Wong, Wing Keung ^a   Thompson, Howard E ^b   Wei, Steven X ^c   Chow, Ying Foon ^d  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^d CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Market efficiency; Market rationality; Momentum; Stochastic dominance

Indexed keywords

EID: 70350574875     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812772824_0010     Document Type: Chapter

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