Momentum and mean reversion across national equity markets

Journal of Empirical Finance - Tập 13 - Trang 24-48 - 2006
Ronald J. Balvers1, Yangru Wu2,3,4
1Division of Economics and Finance, College of Business, West Virginia University, Morgantown, WV 26506-6025, USA
2Department of Finance and Economics, Rutgers Business School-Newark and New Brunswick, Rutgers University, Newark, NJ 07102-3027, USA
3Hong Kong Institute for Monetary Research, Hong Kong
4Singapore Management University, Singapore

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