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Keywords: Gross profitability
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Journal Articles
Gross profitability and momentum
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Journal:
Managerial Finance
Managerial Finance (2018) 44 (8): 992–1011.
Published: 27 June 2018
...Ajay Bhootra Purpose The purpose of this paper is to examine the combined performance of momentum and a gross profitability-based strategy. The motivation stems from the strong performance of momentum on the short side and profitability on the long side, suggesting a potentially superior combined...
