[cambridge] Crowding and Tail Risk in Momentum Returns

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journalㄩJournal of Financial and Quantitative Analysis

AuthorsㄩPedro Barroso; Roger M. Edelen; Paul Karehnke

Published dateㄩ2022-6-

DOIㄩ10.1017/s0022109021000624

PDF linkㄩhttps://www.cambridge.org/core/s ... w/S0022109021000624

Article linkㄩhttps://doi.org/10.1017/s0022109021000624

Article SourceㄩCambridge University Press (CUP)﹝


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