Wooi Hou Tan

Cyberring Ltd.

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

810

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Momentum Profits, Non-Normality Risks and the Business Cycle

Applied Financial Economics, Forthcoming, Cass Business School Research Paper
Number of pages: 39 Posted: 15 Jul 2005 Last Revised: 05 May 2008
Cass Business School, City University of London, Audencia Nantes School of Management and Cyberring Ltd.
Downloads 810 (30,479)

Abstract:

Loading...

Momentum strategy, Abnormal returns, Skewness, Conditional asset pricing