The Unpriced Risk in Momentum Strategies

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Cheng Gao, Peixuan Yuan

DOI: 10.2139/ssrn.6112846

Cited by: 0

References: 43

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

References 43