The impact of liquidity and transaction costs on the 52-week high momentum strategy in Australia

Citation

Bettman, J, Sault, S & Von Reibnitz, A 2010, 'The impact of liquidity and transaction costs on the 52-week high momentum strategy in Australia', Australian Journal of Management, vol. 35, no. 3, pp. 227 - 244.

Year

2010

ANU Authors

Field of Research

  • Finance

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