Momentum is Really Momentum: US and International Evidence

Source: 2014 FMA Asian Conference
Author: Qiang Gong, Ming Liu, Qianqiu Liu*

This paper is a recipient of the CFA Institute Asia-Pacific Capital Markets Research Award 2014, presented at the 2014 FMA Asian Conference in Tokyo, Japan.

*Corresponding author. Department of Financial Economics and Institutions, Shidler College of Business, University of Hawaii at Manoa