Can Monthly-Return Rank Order Reveal a Hidden Dimension of Return-Momentum? The Post-Cost Evidence from the U.S. Stock Markets
Year of publication: |
2022
|
---|---|
Authors: | Pätäri, Eero ; Ahmed, Sheraz ; Luukka, Pasi ; Yeomans, Julian Scott |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Aktienmarkt | Stock market | Ranking-Verfahren | Ranking method |
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