Momentum references
20210609 Time Series Momentum Factors Monthly.xlsx
196712 - JOF - Levy - Relative Strength as a Criterion for Investment Selection.pdf
197709 - JOF - Fabozzi - Stability Tests for Alphas and Betas over Bull and Bear Market Conditions.pdf
198507 - JOF - De Bondt - Does the Stock Market Overreact.pdf
198707 - JOF - De Bondt -Further Evidence on Investor Overreaction and Stock Marke Seasonality .pdf
199303 - JOF - Jegadeesh and Titman - Returns to Buying Winners and Selling Losers- Implications for stock Market Efficiency.pdf
199603 - JOF - Fama and French - Multifactor Explanations of Asset Pricing Anomalies.pdf
199612 - JOF - Chan Jegadeesh and Lakonishok - Momentum Strategies.pdf
199802 - JOF - Rouwenhorst - International Momentum Strategies - Markup1.pdf
199802 - JOF - Rouwenhorst - International Momentum Strategies - Markup2.pdf
199802 - JOF - Rouwenhorst - International Momentum Strategies.pdf
199802 - JOF - Rouwenhorst_old.pdf
199908 - JOF - Moskowitz - Do Industies Explain Momentum - Markup.pdf
199908 - JOF - Moskowitz - Do Industies Explain Momentum.pdf
199908 - JOF - Moskowitz_old.pdf
199908 - JOF - Rouwenhorst - Local Return Factors and Turnover in Emerging Stock Markets.pdf
199908 - JOF - Rouwenhorst_old.pdf
201312 - jpm-systematic-strategies-2013-12-11-1277971.pdf
201504 - jpm-momentum-strategies-2015-04-15-1681565.pdf
201702 - Lingane - Momentum Strategies to Increase Return and Reduce Risk - february2017doc.pdf