Robert Huynh

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

  • UNSW Australia Business School, School of Banking and Finance

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Scholarly Papers (2)

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1.

The Vanishing Abnormal Returns of Momentum Strategies and 'Front-Running' Momentum Strategies

Number of pages: 66 Posted: 18 Aug 2006 Last Revised: 12 May 2009
Thomas Henker, Martin Martens and Robert Huynh
Bond University, Robeco Asset Management and UNSW Australia Business School, School of Banking and Finance
Downloads 1,396 (21,777)

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Momentum portfolio, front-running, abnormal return, portfolio selection

2.

The Fading Abnormal Returns of Momentum Strategies

UNSW Australian School of Business Research Paper No. 1401727
Number of pages: 31 Posted: 19 May 2009
Thomas Henker, Martin Martens and Robert Huynh
Bond University, Robeco Asset Management and UNSW Australia Business School, School of Banking and Finance
Downloads 369 (125,757)
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Momentum portfolio, front-running, abnormal return, portfolio selection