European momentum strategies, information diffusion, and investor conservatism

European Financial Management

Volumn 11, Issue 3, 2005, Pages 313-338

  Doukas, John A ^a   McKnight, Phillip J ^b  

^a OLD DOMINION UNIVERSITY   (United States)

^b EDINBURGH NAPIER UNIVERSITY   (United Kingdom)

Author keywords

G1; G11; G14; Gradual dissemination of information; Investor psychological conservatism; Short term momentum returns

Indexed keywords

EID: 85016668939     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1354-7798.2005.00286.x     Document Type: Article

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