Work

Time series momentum: Is it there?

Year: 2018

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2019.08.004

Authors: Dashan Huang, Jiangyuan Li, Liyao Wang, Guofu Zhou

Institutions: Singapore Management University, Washington University in St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122587675

FWCI: 15.86

Cites: 47

Cited by: 118

Related to: 10