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

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posted on 2021-09-13, 15:44 authored by Yue 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

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