Broad-market return persistence and momentum profits

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作者：
Department of Finance, The Chinese University of Hong Kong, Shatin, Hong Kong, Hong Kong [1 ]
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来源：
Math Comput Simul | / 2-3卷 / 181-188期
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Compendex;
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摘要：
Economic analysis - Mathematical models - Profitability - Regression analysis - Risk analysis
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