Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors
Year of publication: |
2014
|
---|---|
Authors: | Li, Bob ; Stork, Thomas ; Chai, Daniel ; Ee, Mong Shan ; Ang, Hong Nee |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 27.2014, C, p. 19-31
|
Publisher: |
Elsevier |
Subject: | Momentum | Short-selling ban | Risk factors |
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