Sungsoo Choi

Q&Q Investment Group

Seochodong Seochogu

Seoul

Korea, Republic of (South Korea)

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Scholarly Papers (1)

1.

Momentum Universe Shrinkage Effect in Price Momentum

Number of pages: 38 Posted: 28 Nov 2012
Jaehyung Choi, Sungsoo Choi and Wonseok Kang
SUNY at Stony Brook, Q&Q Investment Group and Q&Q Investment Group
Downloads 46 (313,758)

Abstract:

momentum strategy, ranking criterion, momentum universe shrinkage