I am grateful to the editor, an anonymous referee, Patricia Chelley-Steeley, David Hillier, Alan Hodgson, Nathan Joseph, Khelifa Mazouz, James Steeley and seminar participants at Bristol University for helpful comments on earlier drafts of the paper. I am also grateful to David A Lesmond for providing his computer codes for the estimation of the LDV model. All errors are my own.
The Post-Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK
Article first published online: 13 AUG 2007
European Financial Management
Volume 13, Issue 4, pages 776–802, September 2007
How to Cite
Agyei-Ampomah, S. (2007), The Post-Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK. European Financial Management, 13: 776–802. doi: 10.1111/j.1468-036X.2007.00383.x
- Issue published online: 13 AUG 2007
- Article first published online: 13 AUG 2007
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