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Journal of Financial and Quantitative Analysis
Volumn 44, Issue 4, 2009, Pages 777-794
Can the cross-sectional variation in expected stock returns explain momentum?
Author keywords

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Indexed keywords

EID: 77049105863     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109009990111     Document Type: Article
Times cited : (24)
References (16)
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    • Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
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    • Jegadeesh, N.1    Titman, S.2
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    • Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.