• Title of article

    Momentum and mean reversion across national equity markets

  • Author/Authors

    Ronald J. Balvers، نويسنده , , Yangru Wu، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2006
  • Pages
    25
  • From page
    24
  • To page
    48
  • Keywords
    Mean reversion , momentum , Investment strategies , International asset pricing
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2006
  • Journal title
    Journal of Empirical Finance
  • Record number

    130819