PRICE MOMENTUM AND TRADING VOLUME

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LEE C.; SWAMINATHAN B.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:2000 | Volume:55 | Issue:5 Page(s): 2017-2069

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Information Journal Paper

Title

PRICE MOMENTUM AND TRADING VOLUME

Author(s)

LEE C. | SWAMINATHAN B. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

THE FORECASTING OF ABNORMAL RETURN IN THE BASE OF PRICE MOMENTUM MODEL
PROFITABILITY OF MOMENTUM AND CONTRARIAN STRATEGIES BASED ON TRADING VOLUME IN TEHRAN STOCK EXCHANGE: A COMPARISON OF EMERGING MARKET
MOMENTUM FACTOR EFFECT ON THE EXPLANATORY POWER OF FAMA -FRENCH THREE-FACTOR MODEL: EVIDENCE FROM TEHRAN STOCK EXCHANGE

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APA: Copy

LEE, C., & SWAMINATHAN, B.. (2000). PRICE MOMENTUM AND TRADING VOLUME. JOURNAL OF FINANCE, 55(5), 2017-2069. SID. https://sid.ir/paper/610877/en

Vancouver: Copy

LEE C., SWAMINATHAN B.. PRICE MOMENTUM AND TRADING VOLUME. JOURNAL OF FINANCE[Internet]. 2000;55(5):2017-2069. Available from: https://sid.ir/paper/610877/en

IEEE: Copy

C. LEE, and B. SWAMINATHAN, “PRICE MOMENTUM AND TRADING VOLUME,” JOURNAL OF FINANCE, vol. 55, no. 5, pp. 2017–2069, 2000, [Online]. Available: https://sid.ir/paper/610877/en

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