Momentum profits and time-varying unsystematic risk

[thumbnail of 18681.pdf]
Preview
Text - Accepted Version
· Please see our End User Agreement before downloading.
| Preview

Please see our End User Agreement.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Li, X., Miffre, J., Brooks, C. orcid id iconORCID: 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

Altmetric Badge

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
[thumbnail of 18681.pdf]
Preview
Text - Accepted Version
· Please see our End User Agreement before downloading.
| Preview
Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Please see our End User Agreement.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

Downloads

Downloads per month over past year

University Staff: Request a correction | Centaur Editors: Update this record

Search Google Scholar