Keywords: Momentum profits
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Review of Accounting and Finance (2013) 12 (2): 180–200.
Published: 09 May 2013
... momentum profits can be explained by IVol. Design/methodology/approach Portfolios are formed based on their past performance and examine the momentum, or contrarian returns, as the difference between winning and losing portfolios. To confirm that the momentum strategy provides excess returns...

or Create an Account

Close subscription notice
Close access options