Momentum Crashes
收藏数据链接：
官方服务：
资源简介：
Despite their strong positive average returns across numerous asset classes, momentum strategies can experience infrequent and persistent strings of negative returns. These momentum crashes are partly forecastable. They occur in "panic" states - following market declines and when market volatility
提供机构：
美国国家经济研究局创建时间：
2014-08-01
