Switching Between Momentum and Reversal Strategies Based on Market Volatility

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Academic paper

Momentum, Market Volatility, and Reversal

AuthorsHilal Anwar Butt; James W. Kolari; Mohsin Sadaqat

Institute
  • Institute of Business Administration Karachi
  • University of Karachi
  • University of Karachi - Institute of Business Administration (IBA), Karachi
  • Texas A&M University
  • Texas A&M University - Department of Finance
  • Institute of Business Administration, Karachi

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