Defining Single Asset Price Momentum in terms of a Stochastic Process

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"Defining Single Asset Price Momentum in terms of a Stochastic Process"
written by KiHoon Jimmy Hong, Stephen Satchell,
published by Theoretical Economics Letters, Vol.2 No.3, 2012

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[1]	A pathway for mitotic chromosome formation Science, 2018 DOI:10.1126/science.aao6135

[2]	Negative real interest rates The European Journal of Finance, 2017 DOI:10.1080/1351847X.2016.1158729

[3]	The Friedman rule and inflation targeting The European Journal of Finance, 2016 DOI:10.1080/1351847X.2014.953700

[4]	Time series momentum trading strategy and autocorrelation amplification Quantitative Finance, 2015 DOI:10.1080/14697688.2014.1000951

[5]	Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds The Journal of Fixed Income, 2015 DOI:10.3905/jfi.2015.25.1.096

[6]	Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds The Journal of Fixed Income, 2015 DOI:10.3905/jfi.2015.2015.1.039

[7]	Time varying costs of capital and the expected present value of future cash flows The European Journal of Finance, 2015 DOI:10.1080/1351847X.2013.802248

[8]	Negative Real Interest Rates SSRN Electronic Journal, 2014 DOI:10.2139/ssrn.2534813

[9]	Can Momentum Factors Be Used to Enhance Accounting Information Based Fundamental Analysis in Explaining Stock Price Movements? SSRN Electronic Journal, 2014 DOI:10.2139/ssrn.2404651