Keywords: Momentum
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Journal Articles
Journal of Asia Business Studies (2015) 9 (3): 306–328.
Published: 03 August 2015
... in their conditional specifications are tested, the importance of medium- and long-term momentum effects has been captured to a greater extent. The size, market leverage and short-term momentum effects still persist even in the case of alternative unconditional and conditional APMs. Research limitations...

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