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PDF|Thispaperappliesrecenteconometrictestsofstochasticdominancetoexamineanenduringpuzzleinfinance:themomentumeffectinstockreturns.,由JIXiUQiNG著作—Thesimpleinvestingstrategyofbuyingstocksthathavewoninthepastandsellingshortstocksthathavelostappear...
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由KGRouwenhorst著作·1998·被引用2934次—Internationalequitymarketsexhibitmediumn-termreturncontinuation.Between.1980and1995aninternationallydiversifiedportfolioofpastmedium-term ...
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