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PDF|Thispaperappliesrecenteconometrictestsofstochasticdominancetoexamineanenduringpuzzleinfinance:themomentumeffectinstockreturns.,由JIXiUQiNG著作—Thesimpleinvestingstrategyofbuyingstocksthathavewoninthepastandsellingshortstocksthathavelostappear...
International Momentum Strategies by K. Geert Rouwenhorst
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由KGRouwenhorst著作·1997·被引用2934次—Becausemomentumstrategiesarerelativelyeasytoimplement,theresultsposeachallengetoourunderstandingofhowinformationisincorporatedintoprices ...
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