On the Earnings and Price Momentum Strategies: Evidence from European Real Estate Firms
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DOI: 10.1007/s11146-017-9633-0
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Cited by:
- Zhang, Zhehao & Xing, Ruina & Liu, Jiajun & Shao, Yifei, 2023. "Correlation-based investment strategies: A comparison between Chinese and US stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
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Keywords
Earnings momentum; Price momentum; REITs; Asset pricing; European real estate; Idiosyncratic risk;All these keywords.
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