Work

Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors

Year: 2014

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2014.01.001

Authors: Bob Li, Thomas Stork, Daniel Chai, Mong Shan Ee, Hong Nee Ang

Institutions: Deakin University, Monash University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016758344

FWCI: 4.88

Cites: 31

Cited by: 20

Related to: 10