Momentum Universe Shrinkage Effect in Price Momentum
- Authors
- A Richards
- A W Lo
- B C Koh
- B M Barber
- C B Erb
- C Lee
- C S Asness
- C S Asness
- C S Asness
- D A Lesmond
- D Li
- E F Fama
- E Fama
- F Yu
- G G Schlarbaum
- G G Schlarbaum
- H Hong
- H Terence
- J Chae
- J Choi
- J Choi
- J Lewellen
- J Okunev
- Jaehyung Choi
- K Daniel
- K G Rouwenhorst
- K G Rouwenhorst
- K Ko
- L Boni
- M Chen
- M Grinblatt
- M Liu
- M M Carhart
- N Barberis
- N Jegadeesh
- P Samuelson
- S Hu
- S Kim
- S Rachev
- Sungsoo Choi
- T J George
- T J Moskowitz
- T J Moskowitz
- T Odean
- V Datar
- W F M De Bondt
- W Kim
- Wonseok Kang
- Y Amihud
- Y Amihud
- Y G Ahn
- Publication date
- 1 January 2012
- Publisher
- 'Elsevier BV'
- Doi