Voraphat Srichanachaichok

Bangkok Bank

Investment Banking Associate

Investment Banking Division

Bangkok Bank

Bangkok, 10500

Thailand

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Scholarly Papers (1)

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The Enduring Effect of Time-Series Momentum on Stock Returns Over Nearly 100-Years

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 53 Posted: 26 Jan 2016 Last Revised: 24 Aug 2017
New York University - Leonard N. Stern School of Business, Bangkok Bank, Lancaster University Management School and Lancaster University - Management School
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Abstract:

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Time-series stock momentum; Return predictability; Market efficiency