Momentum Strategies with Stock Index Exchange-traded Funds

Yiuman Tse

doi:10.1016/j.najef.2015.04.003

Momentum Strategies with Stock Index Exchange-traded Funds

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	The North American Journal of Economics and Finance
Volume	33
DOIs	https://doi.org/10.1016/j.najef.2015.04.003
State	Published - Jan 7 2015

Disciplines

Economics
Finance

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title = "Momentum Strategies with Stock Index Exchange-traded Funds",

author = "Yiuman Tse",

note = "Previously reported momentum profits may not be available to individual investors who have more trading constraints. Therefore, I examine the profitab...",

year = "2015",

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day = "7",

doi = "10.1016/j.najef.2015.04.003",

language = "American English",

volume = "33",

journal = "The North American Journal of Economics and Finance",

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T1 - Momentum Strategies with Stock Index Exchange-traded Funds

AU - Tse, Yiuman

N1 - Previously reported momentum profits may not be available to individual investors who have more trading constraints. Therefore, I examine the profitab...

PY - 2015/1/7

Y1 - 2015/1/7

UR - https://www.sciencedirect.com/science/article/pii/S106294081500042X

U2 - 10.1016/j.najef.2015.04.003

DO - 10.1016/j.najef.2015.04.003

M3 - Article

VL - 33

JO - The North American Journal of Economics and Finance

JF - The North American Journal of Economics and Finance

ER -

Momentum Strategies with Stock Index Exchange-traded Funds

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