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The Influence of Time, Seasonality and Market State on Momentum: Insights from the Australian Stock Market

Lookup NU author(s): Professor Robert Hudson

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Publication metadata

Author(s): Phua V, Chan H, Faff R, Hudson R

Publication type: Article

Publication status: Published

Journal: Applied Financial Economics

Year: 2010

Volume: 20

Issue: 20

Pages: 1547-1563

Print publication date: 22/09/2010

Date deposited: 29/11/2010

ISSN (print): 0960-3107

ISSN (electronic): 1466-4305

Publisher: Routledge

URL: http://dx.doi.org/10.1080/09603107.2010.510463

DOI: 10.1080/09603107.2010.510463

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