Profitability of intraday and interday momentum strategies

Author: Lam Vincent Wing-Shing   Chong Terence Tai-Leung   Wong Wing-Keung  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.14, Iss.15, 2007-12, pp. : 1103-1108

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Abstract