Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices
Year of publication: |
2011
|
---|---|
Authors: | Bornholt, Graham ; Malin, Mirela |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 18, p. 1369-1379
|
Publisher: |
Taylor & Francis Journals |
Subject: | 52-week high momentum | index returns | developed markets | emerging markets |
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