articleJournal of Financial EconomicsSep 3, 2003Closed access

The illusory nature of momentum profits

DADavid A. LesmondMJMichael J. SchillCZChunsheng Zhou

Tulane University · University of Virginia · +1 more institution

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Abstract

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656
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25.54
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100%
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98
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Authors

3

Topics & keywords

Topics
Keywords
  • Profitability index
  • Trading strategy
  • Momentum (technical analysis)
  • Illusion
  • Profit (economics)
  • Financial economics
  • Economics
  • Business
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