Time series momentum: Evidence from the European equity market
Author:
Funder
RUDN University
Publisher
Elsevier BV
Subject
Multidisciplinary
Reference53 articles.
1. Time series momentum;Moskowitz;J. Financ. Econ.,2012
2. Time Series Momentum and Market Stability;He,2014
3. Asymmetry, tail risk and time series momentum;Liu;Int. Rev. Financ. Anal.,2021
4. The Enduring Effect of Time-Series Momentum on Stock Returns over Nearly 100-years;D'Souza,2016
5. A century of evidence on trend-following investing;Hurst;J. Portfolio Manag.,2017
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