New empirical evidence on the investment success of momentum strategies based on relative stock prices

Susana Yu ()

Review of Quantitative Finance and Accounting, 2012, vol. 39, issue 1, 105-121

Keywords: Market efficiency; Trading strategies; Momentum strategies; G14; G11 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s11156-011-0242-3

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