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  • Profitability of CAPM Momentum Strategies in the US Stock Market

Profitability of CAPM Momentum Strategies in the US Stock Market

Written by Terence Tai-Leung Chong, Qing He, Hugo Tak-Sang Ip and Jonathan T. Siu on 18 October 2017. Posted in Vol.18 No.2, 2017

International Journal of Business and Society
Vol. 18 No.2, 2017, 347-362

Full Paper

Tags: Momentum Strategies, Sharpe Ratio, Fama-French Model, CAPM Model

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