Journal article

Momentum in Australian style portfolios: risk or inefficiency?

Howard Chan, Paul Docherty

Accounting and Finance | WILEY | Published : 2016

University of Melbourne Researchers


Awarded by ARC

Funding Acknowledgements

The financial assistance provided Platypus Asset Management is gratefully acknowledged. Data used in this project were collected using funding provided by ARC Linkage grant (LP0560381) and the linkage partner Acorn Capital. We thank Peter Brooke, Steve Easton, Phil Gray, two anonymous referees and David Gallagher (the editor) for helpful comments.