Trend-Following versus Cross-Sectional Momentum: A Data-Driven Statistical Factor Comparison
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Published:2020-08-10
Issue:6
Volume:29
Page:61-74
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ISSN:1068-0896
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Container-title:The Journal of Investing
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language:en
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Short-container-title:JOI
Publisher
Pageant Media US
Subject
Management of Technology and Innovation,Strategy and Management,Finance