Broad-market return persistence and momentum profits

DOI10.1016/J.MATCOM.2008.01.011zbMath1153.91588OpenAlexW2072335001MaRDI QIDQ929678

Elsie Sterbin Gottlieb

Publication date: 18 June 2008

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.011

zbMATH Keywords

market efficiencymomentum profitsreturn persistence

Mathematics Subject Classification ID

Cites Work

• Common risk factors in the returns on stocks and bonds

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