Momentum Trading with the ℓ 1 ‐Filter : Are the Markets Efficient?*
| Year of publication: |
2018
|
|---|---|
| Authors: | Mitra, Subrata K. ; Kumar Rohit, Abhishek |
| Published in: |
International Review of Finance. - Wiley, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 20.2018, 4 (13.11.), p. 827-856
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/irfi.12245 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012091563