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Equity · United States · stocks · Monthly Paid

The Impact of Turnovers on Short-Term Momentum and Reversal

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Academic paper

Short-term Momentum

AuthorsMamdouh Medhat; Maik Schmeling

Institute
  • Dimensional Fund Advisors
  • Centre for Economic Policy Research
  • Goethe University Frankfurt
  • Centre for Economic Policy Research (CEPR)
  • Goethe University Frankfurt - Department of Finance

Paper linkhttps://ssrn.com/abstract=3150525

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