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Momentum in Imperial Russia. (2018). Goetzmann, William ; Huang, Simon.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:130:y:2018:i:3:p:579-591.

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  2. Does time series momentum also exist outside traditional financial markets? Near-laboratory evidence from sports betting. (2023). de Ceuster, Marc ; Vandenbruaene, Jonas ; Annaert, Jan.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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  3. Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua.
    In: Journal of Commodity Markets.
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  4. Interest rate changes and the cross-section of global equity returns. (2023). Bianchi, Robert J ; Cakici, Nusret ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
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  5. Publication Bias in Asset Pricing Research. (2023). Zimmermann, Tom ; Chen, Andrew Y.
    In: Papers.
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  6. A timing momentum strategy. (2022). Chou, Robin K ; Yang, Nientzu ; Ko, Kuancheng ; Lin, Chaonan.
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  7. An extensible model for historical financial data with an application to German company and stock market data. (2021). Walz, Uwe ; Krzyzanowski, Jan ; Gram, Dennis ; Karapanagiotis, Pantelis ; Liebald, Marius.
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  8. False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Bianchi, Robert J ; Cakici, Nusret ; Pham, Nga.
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  9. Global factor premiums. (2021). Swinkels, Laurens ; van Vliet, Pim ; Baltussen, Guido.
    In: Journal of Financial Economics.
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  10. Curve momentum. (2020). Prokopczuk, Marcel ; Paschke, Raphael ; Simen, Chardin Wese.
    In: Journal of Banking & Finance.
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  11. The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Kizys, Renatas ; Raza, Muhammad Wajid.
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  12. Stock market anomalies and baseball cards. (2020). Engelberg, Joseph ; Thompson, Linh ; Williams, Jared.
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  13. Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Long, Huaigang ; Karathanasopoulos, Andreas.
    In: Journal of International Financial Markets, Institutions and Money.
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