We particularly thank Christine Brown, Bruce Grundy, Norman Strong, Martin Walker, an anonymous referee and Robert Faff (the Editor) for their helpful comments. We also thank Ben Marshall and Terry Walter for kindly providing the Approved Securities data, part of which we used to collect the Australian Stock Exchange firm list. We are appreciative of the effort of George Wang who helps us collect the data. Remaining errors are ours.
Testing the growth option theory: the profitability of enhanced momentum strategies in Australia
Version of Record online: 9 FEB 2011
© 2011 The Authors. Accounting and Finance © 2011 AFAANZ
Accounting & Finance
Volume 52, Issue 2, pages 267–290, June 2012
How to Cite
Aharoni, G., Ho, T. Q. and Zeng, Q. (2012), Testing the growth option theory: the profitability of enhanced momentum strategies in Australia. Accounting & Finance, 52: 267–290. doi: 10.1111/j.1467-629X.2011.00401.x
- Issue online: 19 APR 2012
- Version of Record online: 9 FEB 2011
- Received 4 February 2010; accepted 4 January 2011 by Robert Faff (Editor).
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