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Personal Finance > Financial Rounds

Momentum Effects and Firm Fundamentals

Unknown Professor | Tue, 07/07/2009 - 1:46pm |  Add a comment

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The more Long Chen's work I read, the more I like it. I recently mentioned one of his pieces on a new 3-factor model . Here's another, on the momentum effect, titled "Myopic Extrapolation, Price Momentum, and Price Reversal ." In it, he links the well-known momentum effect to patterns in firm
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