Work

Taming Momentum Crashes: A Simple Stop-Loss Strategy

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2407199

Authors: Yufeng Han, Guofu Zhou, Yingzi Zhu

Institutions: University of North Carolina at Charlotte, Washington University in St. Louis, Tsinghua University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2736165353

Cites: 28

Cited by: 26

Related to: 10