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Keywords: Momentum strategies
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Journal Articles
Managerial Finance (2013) 39 (6): 607–619.
Published: 03 May 2013
...Mohamed Sahbi Nakhli; Lotfi Belkacem Purpose The purpose of this paper is to test the performance of momentum strategies and identify the sources of their profits. Design/methodology/approach To identify the main source of momentum profits, first, the bootstrap method with replacement was used...

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