Work

Are Momentum Profits Robust to Trading Costs?

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.305282

Authors: Robert A. Korajczyk, Ronnie Sadka

Institutions: Northwestern University, Boston College

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2136539734

Cites: 45

Cited by: 61

Related to: 10