Generalised Risk-Adjusted Momentum in Stocks

Log in to collect

Academic paper

Momentum and the Cross-Section of Stock Volatility

AuthorsMinyou Fan; Fearghal Kearney; Youwei Li; Jiadong Liu

Institute
  • Queen's University Belfast
  • Queen's University Belfast, Queen's Management School
  • Queen's University Belfast - Queen's Management School
  • University of Hull
  • Hull University Business School

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.