The authors thank Ashok Abbott, Victor Chow, Strat Douglas, Hui Guo, Kern Kymn, Reza Mahani (the referee), and seminar participants at the Central University of Finance and Economics, the Dalian Institute of Technology, McMaster University, and the 2010 Financial Management Association meetings in New York for valuable comments.
TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION
Article first published online: 13 DEC 2012
© 2012 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 35, Issue 4, pages 471–495, Winter 2012
How to Cite
Balvers, R. J., Hu, O. and Huang, D. (2012), TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION. Journal of Financial Research, 35: 471–495. doi: 10.1111/j.1475-6803.2012.01325.x
- Issue published online: 13 DEC 2012
- Article first published online: 13 DEC 2012
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