国家和行业股票指数中的阿尔法动量

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学术论文

Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes

作者Adam Zaremba; Mehmet Umutlu; Andreas Karathanasopoulos

机构
  • 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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