Crowding and Tail Risk in Momentum Returns.
| Autor: | Barroso, Pedro1 (AUTHOR) pedro.barroso@ucp.pt, Edelen, Roger M.2 (AUTHOR) edelenr@vt.edu, Karehnke, Paul3 (AUTHOR) pkarehnke@escp.eu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Jun2022, Vol. 57 Issue 4, p1313-1342. 30p. |
| Databáze: | Business Source Ultimate |
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