Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists
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More about this item
Keywords
momentum effect; return predictability; bounded rationality; trading strategies; computer-based simulations;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2013-04-06 (Computational Economics)
- NEP-CWA-2013-04-06 (Central and Western Asia)
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