Cross-Sectional versus Time-Series: which is the better momentum trading strategy on a weekly frequency?

Additional Metadata
Thesis Advisor	Kleen, O.
Persistent URL	hdl.handle.net/2105/60106
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Samutoglu, M.M. (2021, November 4). Cross-Sectional versus Time-Series: which is the better momentum trading strategy on a weekly frequency?. Econometrie. Retrieved from http://hdl.handle.net/2105/60106

Publication