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Time-Varying Expected Momentum ProfitsTime-Varying Expected Momentum Profits
- Alternative Title
- Time-Varying Expected Momentum Profits
- Authors
- Kim, Dongcheol
- Keywords
- Momentum; Time-varying expected returns; Markov switching regression model; Business cycle; Procyclicality
- Issue Date
- 8-12월-2012
- Publisher
- Korean Securities Association
- Citation
- 2012년 The 7th International Conference on Asia-Pacific Financial Markets (CAFM)
- Conference Name
- 2012년 The 7th International Conference on Asia-Pacific Financial Markets (CAFM)
- Place
- KO
Seoul (한국)
- Conference Date
- 2012-12-08
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