Illiquidity, duration and momentum profits: evidence from the Korean stock market
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Derivatives and Quantitative Studies: 선물연구
سال: 2021
ISSN: 1229-988X,2713-6647
DOI: 10.1108/jdqs-11-2020-0028