Momentum and monthly effect: an anomaly within an anomaly!
Year of publication: |
2010
|
---|---|
Authors: | Cakici, Nusret ; Chatterjee, Sris |
Published in: |
International Journal of Banking, Accounting and Finance. - Inderscience Enterprises Ltd, ISSN 1755-3830. - Vol. 2.2010, 2, p. 176-192
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | momentum effect | monthly effect | anomalies | stock returns | portfolio trading strategy | momentum portfolios | risk |
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