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Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005

Journal of Multinational Financial Management, 17(5): 432--447, 2007.
Authors: Emilios C. Galariotis and Phil Holmes and Xiaodong S. Ma
URL: http://www.sciencedirect.com/science/article/B6VGV-4MYMFVM-1/1/70f74715c1d59b022fa7c57159214278
Tags: Overreaction
| URL | BibTeX  
@article{Galariotis2007,
title = {Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005},
author = {Emilios C. Galariotis and Phil Holmes and Xiaodong S. Ma},
journal = {Journal of Multinational Financial Management},
month = {Dec},
number = {5},
pages = {432--447},
url = {http://www.sciencedirect.com/science/article/B6VGV-4MYMFVM-1/1/70f74715c1d59b022fa7c57159214278},
volume = {17},
year = {2007},
keywords = {Overreaction }
}