Momentum and reversal in financial markets with persistent heterogeneity
Crossref DOI link: https://doi.org/10.1007/s10436-019-00353-0
Published Online: 2019-10-08
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bottazzi, Giulio
Dindo, Pietro https://orcid.org/0000-0002-8563-8630
Giachini, Daniele
Funding for this research was provided by:
Horizon 2020 Framework Programme (640772 - DOLFINS)
FP7 People: Marie-Curie Actions (PIOF-GA-2011- 300637)
Text and Data Mining valid from 2019-10-08
Version of Record valid from 2019-10-08
Article History
Received: 10 February 2019
Accepted: 25 September 2019
First Online: 8 October 2019