Journal article 645 views
Momentum profits and time varying illiquidity effect
Hilal Anwar Butt,
Nader Virk 
Finance Research Letters, Volume: 20, Pages: 253 - 259
Swansea University Author:
Nader Virk
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.frl.2016.10.010
Abstract
Momentum profits and time varying illiquidity effect
| Published in: | Finance Research Letters |
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| ISSN: | 1544-6123 |
| Published: |
Elsevier BV
2017
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa58094 |
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| Item Description: |
Author accepted version available at https://pearl.plymouth.ac.uk/handle/10026.1/6752 |
|---|---|
| Keywords: |
Momentum strategy; Systematic illiquidity risk; Supplying liquidity; Time varying exposures |
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
253 |
| End Page: |
259 |