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Showing 1 to 1 of 1 for “"Winner/Loser Asymmetry"”.
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Examination of long-run performance of momentum portfolios: Implications for the sources and profitability of momentum
… Its results show striking asymmetries for winners and losers and imply potentially different causes for the winner and loser components of momentum. After separately examining winners and losers relative to their respective benchmark portfolios with no momentum, we find winner momentum is …