Semi-varying Momentum Payoffs and Illiquidity: Evidence From the UK

Jiaqi Chen, Mohamed Sherif

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 1 Jun 2016
EventIFABS 2016 Barcelona Conference - Universitat Autònoma de Barcelona , Barcelona, Spain
Duration: 1 Jun 20163 Jun 2016

Conference

ConferenceIFABS 2016 Barcelona Conference
CountrySpain
City Barcelona
Period1/06/163/06/16

Cite this

Chen, J., & Sherif, M. (2016). Semi-varying Momentum Payoffs and Illiquidity: Evidence From the UK. Paper presented at IFABS 2016 Barcelona Conference, Barcelona, Spain.