Dynamic Momentum and Contrarian Trading
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Published:2017
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Volume:
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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:
Dobrynskaya Victoria
Reference18 articles.
1. Value and momentum everywhere;C S Asness;Journal of Finance,2013
2. Quality Minus Junk
3. Time-varying liquidity and momentum profits;D Avramov;Journal of Financial and Quantitative Analysis,2016
4. Who Trades on Momentum?
5. Momentum has its moments;P Barroso;Journal of Financial Economics,2015