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Discussion of "Momentum and Autocorrelation in Stock Returns"
Joseph Chen and Harrison Hong
The Review of Financial Studies
Vol. 15, No. 2, Special Issue: Conference on Market Frictions and Behavioral Finance (2002), pp. 565-573
Stable URL: http://www.jstor.org/stable/2696789
Page Count: 9
You can always find the topics here!Topics: Momentum, Finance, Stock prices, Autocorrelation, Covariance, Financial portfolios, Profits, Arithmetic mean, Expected returns, Statistical significance
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