Industry- and liquidity-based momentum in Australian equities
Year of publication: |
2019
|
---|---|
Authors: | Tan, Yeng-May ; Cheng, Fan Fah |
Published in: |
Financial Innovation. - Heidelberg : Springer, ISSN 2199-4730. - Vol. 5.2019, 1, p. 1-18
|
Publisher: |
Heidelberg : Springer |
Subject: | Momentum strategy | Stock momentum | Industry momentum | Liquidity | Market states | Australia |
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