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Regular version of the site

Book chapter

Momentum effect on the Russian stock market. Whether emerging markets are not profitable for Momentum Strategies (WP World Finance & Banking Symposium, Singapore 2014)

Teplova T., Mikova E. M.

The aim of this article is to prove the evidence of cross sectional momentum effect in Russian stock market within the variety of momentum strategy design elements and disclosure of the momentum effect nature.

In book

Singapore: World Finance & Banking Symposium, 2014.