Momentum profits and time-varying unsystematic riskLi, 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
It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. To link to this item DOI: 10.1016/j.jbankfin.2007.03.014
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