Chris Stivers is a Professor of Finance at the University of Louisville in Louisville, KY. Licheng Sun is an Associate Professor of Finance at Old Dominion University in Norfolk, VA.
Market Cycles and the Performance of Relative Strength Strategies
Version of Record online: 22 JAN 2013
© 2013 Financial Management Association International
Volume 42, Issue 2, pages 263–290, Summer 2013
How to Cite
Stivers, C. and Sun, L. (2013), Market Cycles and the Performance of Relative Strength Strategies. Financial Management, 42: 263–290. doi: 10.1111/fima.12001
We thank an anonymous referee, Bob Connolly, Jennifer Conrad, Mike Cooper, Ro Gutierrez, Marc Lipson (Editor), John Scruggs, Savannah Short, Jeff Wongchoti, Yexiao Xu, Sterling Yan, Jonathan Albert, and seminar participants at the University of Georgia, the University of Missouri, the College of William and Mary, Florida State University, Old Dominion University, the Federal Reserve Bank of Atlanta, and the Financial Management Association and Southern Economic Association meetings for comments. Earlier drafts were presented under the title “Momentum Profits when Mean Stock Returns Vary across Economic Regimes.”
- Issue online: 28 MAY 2013
- Version of Record online: 22 JAN 2013
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