MOMENTUM RETURNS IN AUSTRALIAN EQUITIES: THE INFLUENCES OF SIZE, RISK, LIQUIDITY AND RETURN COMPUTATION

By Isabelle Demir, J. Muthuswamy, T. Walter. 2004

130 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/87021ae33d6b6cff20980a746b6398f03aadff74