Can a Risk-Based Factor Generate Momentum? Preprint

Kang, Qiang, Li, Canlin. (2007). Can a Risk-Based Factor Generate Momentum? . 10.2139/ssrn.971204

cited authors

  • Kang, Qiang; Li, Canlin

authors

publication date

  • January 1, 2007

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)