Alpha Momentum in Country and Industry Equity Indexes

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Academic paper

Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes

AuthorsAdam Zaremba; Mehmet Umutlu; Andreas Karathanasopoulos

Institute
  • Montpellier Business School
  • Poznań University of Economics and Business
  • Poznan University of Economics and Business
  • Edinburgh Napier University
  • Edinburgh Napier University, The Business School, Accounting and Finance Subject Group
  • University of Dubai

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