Work

Momentum profits and time-varying unsystematic risk

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.03.014

Authors: Xiafei Li, Joëlle Miffre, Chris Brooks, Niall O’Sullivan

Institutions: City, University of London, Ecole des Hautes Etudes Commerciales du Nord, ICMA Centre, University of Reading, University College Cork

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123661785

FWCI: 12.42

Cites: 43

Cited by: 72

Related to: 10