Performance Persistence in Anomaly Returns: Evidence from Frontier Markets
Author:
Affiliation:
1. Department of Investment and Capital Markerts, Poznan University of Economics and Business, Poznan, Poland
2. Dubai Business School, University of Dubai, Dubai, UAE
Funder
Narodowe Centrum Nauki
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2019.1605594
Reference60 articles.
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4. Arnott, R. D., M. Clements, V. Kalesnik, and J. T. Linnainmaa. 2018. Factor momentum. Available at SSRN https://ssrn.com/abstract=3116974.
5. Value and Momentum Everywhere
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