A Critique of Momentum Anomalies
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Published:2019
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
de Oliveira Souza Thiago
Reference32 articles.
1. Value and momentum everywhere;Clifford S Asness;Journal of Finance,2013
2. Asset pricing models and financial market anomalies;Doron Avramov;Review of Financial Studies,2006
3. The Bottom-Up Beta of Momentum
4. Momentum has its moments;Pedro Barroso;Journal of Financial Economics,2015