Thesis-2021-Fang.pdf (2.98 MB)

The time series momentum effect: the impact of information diffusion and time-varying risk

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posted on 13.09.2021, 15:44 by Yue FangYue Fang
The time series momentum effect: the impact of information diffusion and time-varying risk

History

School

  • Business and Economics

Department

  • Business

Publisher

Loughborough University

Rights holder

© Yue Fang

Publication date

2021

Notes

A thesis submitted in partial fulfilment of the requirements for the award of the degree of Doctor of Philosophy of Loughborough University.

Language

en

Supervisor(s)

Huainan Zhao ; Andrew Vivian

Qualification name

PhD

Qualification level

Doctoral

This submission includes a signed certificate in addition to the thesis file(s)

I have submitted a signed certificate