Tuan Quoc Ho

affiliation not provided to SSRN

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Testing the Growth Option Theory: The Profitability of Enhanced Momentum Strategies in Australia

Accounting & Finance, Vol. 52, Issue 2, pp. 267-290, 2012
Number of pages: 24 Posted: 21 Apr 2012
Gil Aharoni, Tuan Quoc Ho and Qi Zeng
University of Melbourne, affiliation not provided to SSRN and University of Melbourne - Department of Finance
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Abstract:

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Asset pricing, Enhanced momentum strategies, Growth options, International momentum effect