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

Jiaqi Chen, Mohamed Sherif

    Research output: Contribution to conference › Paper › peer-review

    Original languageEnglish
    Publication statusPublished - 1 Jun 2016
    EventIFABS 2016 Barcelona Conference - Universitat Autònoma de Barcelona , Barcelona, Spain
    Duration: 1 Jun 2016 → 3 Jun 2016

    Conference

    ConferenceIFABS 2016 Barcelona Conference
    Country/TerritorySpain
    City Barcelona
    Period1/06/16 → 3/06/16

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