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Coskewness and reversal of momentum returns: The US and international evidence Journal article
Liang Dong, Yiqing Dai, Tariq Haque, Hung Wan Kot, Takeshi Yamada. Coskewness and reversal of momentum returns: The US and international evidence[J]. Journal of Empirical Finance, 2022, 69, 241-264.
Authors:  Liang Dong;  Yiqing Dai;  Tariq Haque;  Hung Wan Kot;  Takeshi Yamada
Adobe PDF | Favorite | TC[WOS]:3 TC[Scopus]:3  IF:2.1/3.0 | Submit date:2022/10/18
Reversal Risk  Coskewness  Momentum