Sources of momentum profits: evidence on the irrelevance of characteristics (Q4963402)
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scientific article; zbMATH DE number 6970733
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| English | Sources of momentum profits: evidence on the irrelevance of characteristics |
scientific article; zbMATH DE number 6970733 |
Statements
Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics* (English)
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2 November 2018
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stock-level characteristics
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momentum profits
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extreme past returns
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0.746258556842804
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0.7324044704437256
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0.7203684449195862
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0.7104878425598145
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