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Momentum profits and time-varying unsystematic risk

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Li, X., Miffre, J., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and O'Sullivan, N. (2008) Momentum profits and time-varying unsystematic risk. Journal of Banking & Finance, 32 (4). pp. 541-558. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2007.03.014

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Item Type Article
URI https://centaur.reading.ac.uk/id/eprint/18681
Identification Number/DOI 10.1016/j.jbankfin.2007.03.014
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Elsevier
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