Noise Momentum Around the World
Author:
Affiliation:
1. University of Leeds
2. University of Queensland
3. University of York
Publisher
Wiley
Subject
Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/abac.12101/fullpdf
Reference33 articles.
1. Synchronization Risk and Delayed Arbitrage;Abreu;Journal of Financial Economics,2002
2. Bubbles and Crashes;Abreu;Econometrica,2003
3. Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets;Brenner;Journal of Financial and Quantitative Analysis,1995
4. The Geography of Funding Markets and Limits to Arbitrage;Buraschi;Review of Financial Studies,2014
5. A Further Analysis of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Markets;Chan;Review of Financial Studies,1992
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