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Value and momentum everywhere
Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
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Market states and momentum
Cooper, Michael J.; Gutierrez, Roberto C.; Hameed, Allaudeen - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1345-1365
Persistent link: https://www.econbiz.de/10002098574
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The long-lasting momentum in weekly returns
Gutierrez, Roberto C.; Kelley, Eric K. - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 415-447
Persistent link: https://www.econbiz.de/10003821631
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385