Non-parametric momentum strategy based on rank and sign Study case: Tehran Stock Exchange

2024/10/20 by Jozzi, Parsa, Davoodi, Sayyed Mohammadreza, Kazemian hossinabadi, Saeed
#: Momentum strategy #efficient market theory #momentum based on rank #momentum based on sign

paper · doi:10.71848/jcma.2024.997388

Abstract

Journal of Capital Market Analysis,3(3),56

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