Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ
Year of publication: |
September 2016
|
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Authors: | Gutierrez, Jose |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 30.2016, p. 68-73
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Subject: | Market anomaly | Momentum | Return reversal | Return persistence | Trading strategy | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
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