Momentum profits in Australian listed property trusts

Pacific Rim Property Research Journal

Volumn 13, Issue 3, 2007, Pages 322-343

  Lee, Chyi Lin ^a   Reed, Richard ^a   Robinson, Jon ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Australian LPTs; Downside risk; Momentum returns; Normality; Risk adjusted returns

Indexed keywords

EID: 77249164214     PISSN: 14445921     EISSN: None     Source Type: Journal    
DOI: 10.1080/14445921.2007.11104236     Document Type: Article

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