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Momentum profits and time-varying unsystematic risk

Li, X., Miffre, J., Brooks, C. and O'Sullivan, N. (2008) Momentum profits and time-varying unsystematic risk. Journal of Banking & Finance, 32 (4). pp. 541-558. ISSN 0378-4266

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To link to this item DOI: 10.1016/j.jbankfin.2007.03.014


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:18681
Publisher:Elsevier

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