Journal article

Time-series momentum in nearly 100 years of stock returns

Bryan Y Lim, Jiaguo George Wang, Yaqiong Yao

Journal of Banking & Finance | ELSEVIER SCIENCE BV | Published : 2018

DOI: 10.1016/j.jbankfin.2018.10.010

University of Melbourne Researchers

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Keywords

Profits
Risk
Investor Sentiment
Economics
Social Sciences
Market Efficiency
Predictability
Business & Economics
Market
Return Predictability
Business-Cycle
Business, Finance
Cross-Section
Time-Series Stock Momentum