Title:

Economic Activity and Momentum Profits: Further Evidence

Authors:

Paulo Maio (Hanken School of Economics, Helsinki)
Dennis Philip (Durham U)

Journal:

Journal of Banking and Finance

Year:

2018

Volume:

88

Pages:

466-482

JEL codes:

C58 - Financial Econometrics
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.jbankfin.2018.01.013