Does Momentum Profit Exist in Australia - A Systematic Analysis of Price and Alpha Momentum Strategies
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference49 articles.
1. Portfolios effective time formation/holding period based on momentum investment strategy;T Assogbavi;International Business & Economics Research Journal (IBER),2008
2. On the interaction between momentum effect and size effect;Y Alhenawi;Review of Financial Economics,2015
3. Time-varying liquidity and momentum profits;D Avramov;Journal of Financial and Quantitative Analysis,2016
4. Disentangling size from momentum in Australian stock returns;T Brailsford;Australian Journal of Management,2008
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