Momentum and Contrarian Effect Model under Constrain of Short Sale

Zhan Yu ZHU;Chong Feng WU

Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (1) : 1-11.

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Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (1) : 1-11. DOI: 10.12011/1000-6788(2005)1-1
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Momentum and Contrarian Effect Model under Constrain of Short Sale

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