Price Momentum In Stocks: Insights From Victorian Age DataBenjamin Chabot, Eric Ghysels, Ravi Jagannathan
NBER Working Paper No. 14500 ---- Acknowledgements ----- We thank Nick Barberis, Jennifer Conrad, Gautam Kaul, Jegadeesh Narasimhan, Lu Zhang, and seminar participants at the University of Michigan for helpful comments. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research. |
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