@article{Lesmond2004,
	title = {The illusory nature of momentum profits},
	author = {David A. Lesmond and Michael J. Schill and Chunsheng Zhou},
	journal = {Journal of Financial Economics},
	month = {Feb},
	number = {2},
	pages = {349--380},
	url = {http://www.sciencedirect.com/science/article/B6VBX-4997TP4-7/1/55c9d2682cb414ede2d64266b2382145},
	volume = {71},
	year = {2004},
	biburl = {http://www.bibsonomy.org/bibtex/2fdfd73ba880f488de32a61e67c63f8e8/smicha},
	keywords = {Trading strategies }
}