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Profitability of momentum returns under alternative approaches
Kartick Gupta, Stuart Locke, Frank Scrimgeour
International Journal of Managerial Finance, June 2013, Emerald
Professor Stuart Locke
University of Waikato
For me an important contributions of this study is the detailed empirical analysis. I think it is important to contribute something to method adding improvemments on prior research and in this paper presenting results in a global context rather than on a single country basis.