Noise Momentum Around the World



Cai, Charlie X, Faff, Robert and Shin, Yongcheol
(2018) Noise Momentum Around the World. ABACUS-A JOURNAL OF ACCOUNTING FINANCE AND BUSINESS STUDIES, 54 (1). 79 - 104.

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Item Type: Article
Uncontrolled Keywords: Futures and spot prices, Initial mispricing correction, Limited arbitrage, Noise momentum
Depositing User: Symplectic Admin
Date Deposited: 09 Aug 2017 06:45
Last Modified: 09 Aug 2022 21:12
DOI: 10.1111/abac.12101
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URI: https://livrepository.liverpool.ac.uk/id/eprint/3008876