Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors

Li, Bob, Stork, Thomas, Chai, Daniel, Ee, Mong Shan and Ang, Hong Nee 2014, Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors, Pacific-Basin finance journal, vol. 27, no. 1, pp. 19-31, doi: 10.1016/j.pacfin.2014.01.001.

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Title Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors
Author(s) Li, BobORCID iD for Li, Bob orcid.org/0000-0002-7127-0249
Stork, Thomas
Chai, Daniel
Ee, Mong ShanORCID iD for Ee, Mong Shan orcid.org/0000-0001-8366-1098
Ang, Hong Nee
Journal name Pacific-Basin finance journal
Volume number 27
Issue number 1
Start page 19
End page 31
Total pages 13
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2014-04
ISSN 0927-538X
Keyword(s) risk factors
momentum
short-selling ban
Language eng
DOI 10.1016/j.pacfin.2014.01.001
Field of Research 150299 Banking, Finance and Investment not elsewhere classified
Socio Economic Objective 900102 Investment Services (excl. Superannuation)
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2014, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30063295

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