Wei Pang

Kingston University

Penrhyn Road

Kingston-upon-Thames

Surrey, KT1 2EE

United Kingdom

  • Kingston University

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Asymmetric Momentum Effects Under Uncertainty

WBS Finance Group Research Paper No. 142
Number of pages: 39 Posted: 20 May 2010
David Kelsey, Roman Kozhan and Wei Pang
University of Exeter Business School - Department of Economics, University of Warwick - Warwick Business School and Kingston University
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Citation 2

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Momentum, Knightian Uncertainty, Asymmetric Response