Joni Ruotsalainen

Inderes Oy

Itämerenkatu 5

Helsinki, 00180

Finland

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Risk-Managed Industry Momentum and Momentum Crashes

Number of pages: 46 Posted: 28 Sep 2016 Last Revised: 01 Jul 2017
Klaus Grobys, Joni Ruotsalainen and Janne Jaakko Äijö
University of Vaasa, Inderes Oy and University of Vaasa, Department of Accounting and Finance
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Citation 6

Abstract:

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asset pricing, momentum crash, industry momentum, optionality effect