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IUJ: Research outputs: Working Paper
Working Paper

No EMS-2021-02
Title Momentum Has Its Own Values
Author Hongwei Chuang
Year 2021
AbstractText We find high momentum stocks with preserving substantial "fundamental value" are more likely to rebound after unexpected financial shocks. The portfolio test show that our proposed investment strategy can inherit more portfolio downside risk, especially the momentum crash during turbulent times.
Revised version published in

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