Can investors benefit from momentum trading? Evidence from an emerging market
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- Renata Guobužaitė & Deimantė Teresienė, 2021. "Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic," Economies, MDPI, vol. 9(2), pages 1-16, May.
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Keywords
Momentum · Trading strategies · Pakistan Stock Exchange · Systematic risk factors.;Statistics
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