Keywords: Formation-holding windows
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Journal Articles
Review of Behavioral Finance (2020) 12 (4): 375–409.
Published: 23 April 2020
... The authors find that there is no significant reversal profit across 189 formation-holding windows for all the three strategies. However, there are statistical and economically significant momentum profits, and the profitability increases with the rising of formation-holding periods. Momentum returns...

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