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Profitability of time series momentum
Xue Zhong He
, Kai Li
*
*
Corresponding author for this work
University of Technology Sydney
Research output
:
Contribution to journal
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Article
›
peer-review
59
Citations (Scopus)
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Economics, Econometrics and Finance
Profitability
100%
Time Series
100%
Profit
20%
Continuous Time
20%