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"Four-Factor Momentum Model Based on Returns Interval Grouping."

Baocheng Jiao, Xingrui Xiang, Libo Zhang (2023)

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DOI: 10.1145/3616712.3616760

access: closed

type: Conference or Workshop Paper

metadata version: 2023-12-31

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  dblp key:
  - conf/iceme/JiaoXZ23
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Baocheng Jiao, Xingrui Xiang, Libo Zhang:
Four-Factor Momentum Model Based on Returns Interval Grouping. ICEME 2023: 303-310

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