Moerth, Patrick (contributor) - 2007
focusing on short term performance persistence of one
to twelve month horizons such as Agarwal, Daniel and Naik (2005), Amenc … and Hubner (2004), Capocci, Corhay and
Hubner (2005), Gregoriou and Rouah (2001), Herzberg and Mozes (2003), Koh,
Koh … and Teo (2003), Kosowski, Naik and Teo (2007), Malkiel and Saha (2005) and
Park and Staum (1998).
The lack of liquidity …