Momentum Effect in Stocks Combined with Stop-Losses

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Academic paper

Taming Momentum Crashes: A Simple Stop-Loss Strategy

AuthorsYufeng Han; Guofu Zhou

Institute
  • University of North Carolina at Charlotte
  • University of North Carolina (UNC) at Charlotte - Finance
  • Washington University in St. Louis
  • Washington University in St. Louis - John M. Olin Business School

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