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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
- 19-10월-2012
- Publisher
- Financial Management Association (미국 재무관리학회)
- Citation
- 2012 Financial Management Association (FMA) Annual Conference
- Conference Name
- 2012 Financial Management Association (FMA) Annual Conference
- Place
- US
Atlanta (미국)
- Conference Date
- 2012-10-17
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