Frog in the Pan and the market-state effect on momentum
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DOI: 10.1016/j.frl.2024.105374
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More about this item
Keywords
Equity momentum; Information discreteness; Market-state; Investor attention;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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