The influence of time, seasonality and market state on momentum: Insights from the Australian stock market

Victor Phua, Howard Chan, Robert Faff*, Robert Hudson

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The influence of time, seasonality and market state on momentum: Insights from the Australian stock market'. Together they form a unique fingerprint.

Business & Economics