Long-term time series reversal: International evidence
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DOI: 10.1016/j.intfin.2020.101185
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More about this item
Keywords
Return reversal; Asset pricing; Trading strategies; Time-series momentum;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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