Crowding and tail risk in momentum returns

Pedro Barroso, Roger M. Edelen, Paul Karehnke^*

^*Corresponding author for this work

Research output: Working paper › Preprint

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2022
Crowding and tail risk in momentum returns
Barroso, P., Edelen, R. M. & Karehnke, P., 3 Jun 2022, In: Journal of Financial and Quantitative Analysis. 57, 4, p. 1313-1342 50 p.
Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus)