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Table Of Contents

I. Introduction
II. Data and Methodology
III. The Empirical Evidence on the Momentum-Reversal Profits
IV. Further Evidence of the Momentum-Reversal Strategy
V. Four-factor Model and Timing Ability
VI. Conclusion
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SSRN-id1663266.pdf

SSRN-id1663266.pdf

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Published by Carl Wells
Momentum rreversal
Momentum rreversal

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Categories:Business/Law
Published by: Carl Wells on Nov 01, 2013
Copyright:Attribution Non-commercial

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11/01/2013

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