Li, X., Miffre, J., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and O'Sullivan, N.
(2008)
Momentum profits and time-varying unsystematic risk.
Journal of Banking & Finance, 32 (4).
pp. 541-558.
ISSN 0378-4266
doi: 10.1016/j.jbankfin.2007.03.014
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| Item Type | Article |
| URI | https://reading-clone.eprints-hosting.org/id/eprint/18681 |
| Identification Number/DOI | 10.1016/j.jbankfin.2007.03.014 |
| Refereed | Yes |
| Divisions | Henley Business School > Finance and Accounting |
| Publisher | Elsevier |
| Download/View statistics | View download statistics for this item |
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