An Agent-Based Approach for Time-Series Momentum and Reversal
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11424-020-8042-2.pdf
Reference30 articles.
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5. Asness C S, Moskowitz T J, and Pedersen L H, Value and momentum everywhere, The Journal of Finance, 2013, 68(3): 929–985.
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