Athina Athina Georgopoulou

SEI Investments

Oaks, PA

United States

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Scholarly Papers (1)

1.

The Trend Is Your Friend: Time-Series Momentum Strategies Across Equity and Commodity Markets

Forthcoming, Review of Finance
Number of pages: 48 Posted: 15 Jun 2015 Last Revised: 20 Jun 2016
Athina Athina Georgopoulou and George Jiaguo Wang
SEI Investments and Lancaster University Management School
Downloads 1,533 (11,625)
Citation 2

Abstract:

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Return Predictability, Momentum, International Mutual Funds, Market Efficiency, International Financial Markets