Author:
Clark Ephraim,Kassimatis Konstantinos
Subject
Economics and Econometrics,Finance
Reference49 articles.
1. The post-cost profitability of momentum trading strategies: further evidence from the UK;Agyei-Ampomah;Eur. Financ. Manag.,2007
2. Short sales constraints and momentum in stock returns;Ali;J. Bus. Financ. Account.,2006
3. Athayde, G., Flores, R., 1997. A CAPM with higher moments: theory and econometrics. Working paper, Getulio Vargas Foundation.
4. Momentum and credit rating;Avramov;J. Financ.,2007
5. Babbel, D.F., Herce, M.A., 2007. A closer look at stable value funds performance. Working Paper no. 07-21, Wharton Financial Institutions Center.
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献