Industry momentum strategies and autocorrelations in stock returns
Year of publication: |
2004
|
---|---|
Authors: | Pan, Ming-Shiun ; Liano, Kartono ; Huang, Gow-Cheng |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 11.2004, 2, p. 185-202
|
Saved in:
Saved in favorites
Similar items by person
-
The effects of stock splits on stock liquidity
Huang, Gow-Cheng, (2015)
-
REIT Stock Splits and Liquidity Changes
Huang, Gow-Cheng, (2011)
-
Open-Market Stock Repurchases by Insurance Companies and Signaling
Huang, Gow-Cheng, (2013)
- More ...