Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 3

Pages: 955-972

Authors (3)

Antoniou, Antonios (not in RePEc) Lam, Herbert Y.T. (not in RePEc) Paudyal, Krishna (University of Strathclyde)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count