Momentum strategies: some bootstrap tests
| Year of publication: |
2004
|
|---|---|
| Authors: | Karolyi, G. Andrew ; Kho, Bong-Chan |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 11.2004, 4, p. 509-536
|
| Publisher: |
Elsevier |