Firm characteristics that drive the momentum pattern in the UK stock market
Citation
Siganos, A. (2013). Firm characteristics that drive the momentum pattern in the UK stock market. Quantitative Finance, 13(3), 439-449. https://doi.org/10.1080/14697688.2012.694466
Authors
Keywords
Stock market efficiency, Momentum effect, Logit analysis, Missing data
Monthly Views: