New empirical evidence on the investment success of momentum strategies based on relative stock prices
| Year of publication: |
2012
|
|---|---|
| Authors: | Yu, Susana |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 39.2012, 1, p. 105-121
|
| Publisher: |
Springer |
| Subject: | Market efficiency | Trading strategies | Momentum strategies |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867681