Price Momentum In Stocks: Insights From Victorian Age Data
收藏NBER2008-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14500
下载链接
链接失效反馈官方服务：
资源简介：
We find that price momentum in stocks was a pervasive phenomenon during the Victorian age (1866-1907) as well. Momentum strategy profits have little systematic risk even at business cycle frequencies; disappear periodically only to reappear later; exhibit long run reversal; and are higher following
提供机构：
美国国家经济研究局
创建时间：
2008-11-01
