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Choi, Jaehyung's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
153 |
Total
Citations
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1.
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Choi, Jaehyung Stony Brook
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14 Aug 12
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Last Revised:
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13 Sep 12
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132
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price momentum, momentum/contrarian strategies, spontaneous symmetry breaking of arbitrage
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2.
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Choi, Jaehyung Stony Brook Choi, Sungsoo Q&Q Investment Group Kang, Wonseok Q&Q Investment Group
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21
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momentum strategy, ranking criterion, momentum universe shrinkage
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