Kelsey, David, Kozhan, Roman and Pang, Wei (2011) Asymmetric momentum effects under uncertainty. Review of Finance, 15(3), pp. 603-631. ISSN (print) 1572-3097
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Official URL: http://dx.doi.org/10.1093/rof/rfq021
| Item Type: | Article |
|---|---|
| Additional Information: | This work was supported by the EU NEST STREP, FP6 grant on 'Complex markets' [grant number 516446]. |
| Uncontrolled Keywords: | market, strategies, overreaction, ambiguity, returns, model, news |
| Research Area: | Economics and econometrics |
| Faculty, School or Research Centre: | Faculty of Arts and Social Sciences > School of Economics (until November 2012) |
| Depositing User: | Wei Pang Bennett |
| Date Deposited: | 04 Oct 2010 10:29 |
| Last Modified: | 31 Aug 2011 11:52 |
| URI: | http://eprints.kingston.ac.uk/id/eprint/16242 |
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