Momentum profits and time-varying unsystematic risk

X. Li, J. Miffre, C. Brooks, N. O'Sullivan

Research output: Contribution to journalArticle (Academic Journal)peer-review

49 Citations (Scopus)
Original languageEnglish
Pages (from-to)541-558
Number of pages18
JournalJournal of Banking and Finance
Volume32
Issue number4
DOIs
Publication statusPublished - 1 Apr 2008

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