Author:
Blitz David,Huij Joop,Martens Martin
Subject
Economics and Econometrics,Finance
Cited by
149 articles.
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1. A four-factor model based on factor momentum;Pacific-Basin Finance Journal;2024-10
2. A Comparison of Factor Models in China;Journal of Empirical Finance;2024-09
3. Relative, absolute or combined strength momentum strategies: what works for India?;International Journal of Emerging Markets;2024-08-05
4. Zoom in on momentum;International Review of Financial Analysis;2024-07
5. Evaluating asset pricing anomalies: Evidence from Latin America;Research in International Business and Finance;2024-06