Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation
| Year of publication: |
2004
|
|---|---|
| Authors: | Demir, Isabelle ; Muthuswamy, Jay ; Walter, Terry |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 12.2004, 2, p. 143-158
|
| Publisher: |
Elsevier |