Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence
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DOI: 10.1007/s11408-020-00363-3
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More about this item
Keywords
Momentum; Contrarian; Contratum; Momentrian;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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