结合时间序列动量和横截面动量策略
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The Enduring Effect of Time-Series Momentum on Stock Returns Over Nearly 100-Years
Ian D'Souza; Voraphat Srichanachaichok; George Jiaguo Wang; Chelsea Yaqiong Yao
New York University- New York University - Leonard N. Stern School of Business
Bangkok Bank
Lancaster University- Lancaster University Management School
- New York University - Stern School of Business
- New York University (NYU) - Leonard N. Stern School of Business
- Lancaster University - Lancaster University Management School
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