Sources of momentum profits in international stock markets

Accounting and Finance

Volumn 54, Issue 2, 2014, Pages 567-589

  Park, Kyung In ^a   Kim, Dongcheol ^b  

^a Kyungpook National University   (South Korea)

^b Korea University   (South Korea)

Author keywords

Cross sectional dispersion in expected returns; Decomposition of momentum profits; Intertemporal stock returns; Price momentum

Indexed keywords

EID: 84901833783     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/acfi.12009     Document Type: Article

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