The influence of time, seasonality and market state on momentum: Insights from the Australian stock market

Victor Phua, Howard Chan, Robert Faff, Robert Hudson

    Research output: Contribution to journalArticleResearchpeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1547 - 1563
    Number of pages17
    JournalApplied Financial Economics
    Volume20
    Issue number20
    DOIs
    Publication statusPublished - 2010

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