Negative momentum profit in korea and its sources

Asia-Pacific Journal of Financial Studies

Volumn 38, Issue 2, 2009, Pages 211-236

  Chae, Joon ^a   Eom, Yunsung ^b  

^a Seoul National University   (South Korea)

^b Hansung University   (South Korea)

Author keywords

Autocovariance; Cross serial covariance; Lo and mackinlay (1990) decomposition; Market wide information; Negative momentum profit

Indexed keywords

EID: 84855226463     PISSN: 12261165     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.2041-6156.2009.tb00013.x     Document Type: Article

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