Informed momentum trading versus uninformed “naive” investors strategies
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Dividends and price momentum;Asem;Journal of Banking and Finance,2009
2. Asset pricing models and financial market anomalies;Avramov;Review of Financial Studies,2006
3. Probabilistic linear programming problems with exponential random variables: a technical note;Biswal;European Journal of Operational Research,1998
4. Momentum strategies;Chan;Journal of Finance,1996
5. Individualism and momentum around the world;Chui;Journal of Finance,2010
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